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An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Applications · Statistics 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and…

Methodology · Statistics 2024-01-10 Siu-Ming Tam , Shaila Sharmeen

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

We propose a hierarchical Bayesian model to estimate the proportional contribution of source populations to a newly founded colony. Samples are derived from the first generation offspring in the colony, but mating may occur preferentially…

Applications · Statistics 2008-12-18 Feng Guo , Dipak K. Dey , Kent E. Holsinger

The nested error regression model is a useful tool for analyzing clustered (grouped) data, and is especially used in small area estimation. The classical nested error regression model assumes normality of random effects and error terms, and…

Methodology · Statistics 2016-05-16 Shonosuke Sugasawa , Tatsuya Kubokawa

Model-based small area estimation is frequently used in conjunction with survey data in order to establish estimates for under-sampled or unsampled geographies. These models can be specified at either the area-level, or the unit-level, but…

Methodology · Statistics 2020-01-14 Paul A. Parker , Ryan Janicki , Scott H. Holan

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina

Estimating characteristics of domains (referred to as small areas) within a population from sample surveys of the population is an important problem in survey statistics. In this paper, we consider model-based small area estimation under…

Methodology · Statistics 2026-03-17 Ziyang Lyu , A. H. Welsh

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Machine Learning · Statistics 2018-01-08 Keisuke Yamazaki

Auxiliary information is increasingly available from administrative and other data sources, but it is often incomplete and of non-probability origin. We propose a two-step small area estimation approach in which the first step relies on…

Methodology · Statistics 2026-02-16 Donatas Šlevinskas , Ieva Burakauskaitė , Andrius Čiginas

Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down…

Machine Learning · Computer Science 2020-06-04 Evangelos Spiliotis , Mahdi Abolghasemi , Rob J Hyndman , Fotios Petropoulos , Vassilios Assimakopoulos

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

The American Community Survey (ACS) Public Use Microdata Sample (PUMS) provides access to a wide range of unit-level survey data consisting of correlated Gaussian and binomial distributed survey responses along with associated survey…

Methodology · Statistics 2026-04-17 Zewei Kong , Paul A. Parker , Jonathan R. Bradley , Scott H. Holan

Despite of the great efforts during the censuses, occurrence of some nonsampling errors such as coverage error is inevitable. Coverage error which can be classified into two types of under-count and overcount occurs when there is no unique…

Applications · Statistics 2019-10-15 Sepideh Mosaferi

In public health management there is a need to produce subnational estimates of health outcomes. Often, however, funds are not available to collect samples large enough to produce traditional survey sample estimates for each subnational…

Applications · Statistics 2008-12-18 Donald Malec , Peter Müller

We consider Bayesian estimation of a hierarchical linear model (HLM) from partially observed data, assumed to be missing at random, and small sample sizes. A vector of continuous covariates $C$ includes cluster-level partially observed…

Methodology · Statistics 2025-02-03 Dongho Shin , Yongyun Shin , Nao Hagiwara

We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…

Methodology · Statistics 2014-10-28 Rebecca C. Steorts