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Poor diet quality is a key modifiable risk factor for hypertension and disproportionately impacts low-income women. \sw{Analyzing diet-driven hypertensive outcomes in this demographic is challenging due to the complexity of dietary data and selection bias when the data come from surveys, a main data source for understanding diet-disease relationships in understudied populations. Supervised Bayesian model-based clustering methods summarize dietary data into latent patterns that holistically capture relationships among foods and a known health outcome but do not sufficiently account for complex survey design. This leads to biased estimation and inference and lack of generalizability of the patterns}. To address this, we propose a supervised weighted overfitted latent class analysis (SWOLCA) based on a Bayesian pseudo-likelihood approach that integrates sampling weights into an exposure-outcome model for discrete data. Our model adjusts for stratification, clustering, and informative sampling, and handles modifying effects via interaction terms within a Markov chain Monte Carlo Gibbs sampling algorithm. Simulation studies confirm that the SWOLCA model exhibits good performance in terms of bias, precision, and coverage. Using data from the National Health and Nutrition Examination Survey (2015-2018), we demonstrate the utility of our model by characterizing dietary patterns associated with hypertensive outcomes among low-income women in the United States., Comment: 16 pages, 8 tables, 7 figures

We present csSampling, an R package for estimation of Bayesian models for data collected from complex survey samples. csSampling combines functionality from the probabilistic programming language Stan (via the rstan and brms R packages) and the handling of complex survey data from the survey R package. Under this approach, the user creates a survey-weighted model in brms or provides a custom weighted model via rstan. Survey design information is provided via the svydesign function of the survey package. The cs_sampling function of csSampling estimates the weighted stan model and provides an asymptotic covariance correction for model mis-specification due to using survey sampling weights as plug-in values in the likelihood. This is often known as a ``design effect'' which is the ratio between the variance from a complex survey sample and a simple random sample of the same size. The resulting adjusted posterior draws can then be used for the usual Bayesian inference while also achieving frequentist properties of asymptotic consistency and correct uncertainty (e.g. coverage)., Comment: 22 pages, 5 figures

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective sample size. Estimation of a population quantity derived from a convenience sample will typically result in bias since the distribution of variables of interest in the convenience sample is different from the population distribution. A recent set of approaches estimates inclusion probabilities for convenience sample units by specifying reference sample-weighted pseudo likelihoods. This paper introduces a novel approach that derives the propensity score for the observed sample as a function of inclusion probabilities for the reference and convenience samples as our main result. Our approach allows specification of a likelihood directly for the observed sample as opposed to the approximate or pseudo likelihood. We construct a Bayesian hierarchical formulation that simultaneously estimates sample propensity scores and the convenience sample inclusion probabilities. We use a Monte Carlo simulation study to compare our likelihood based results with the pseudo likelihood based approaches considered in the literature., Comment: 37 pages, 11 figures. arXiv admin note: substantial text overlap with arXiv:2204.02271

This paper introduces a new method that embeds any Bayesian model used to generate synthetic data and converts it into a differentially private (DP) mechanism. We propose an alteration of the model synthesizer to utilize a censored likelihood that induces upper and lower bounds of [$\exp(-\epsilon / 2), \exp(\epsilon / 2)$], where $\epsilon$ denotes the level of the DP guarantee. This censoring mechanism equipped with an $\epsilon-$DP guarantee will induce distortion into the joint parameter posterior distribution by flattening or shifting the distribution towards a weakly informative prior. To minimize the distortion in the posterior distribution induced by likelihood censoring, we embed a vector-weighted pseudo posterior mechanism within the censoring mechanism. The pseudo posterior is formulated by selectively downweighting each likelihood contribution proportionally to its disclosure risk. On its own, the pseudo posterior mechanism produces a weaker asymptotic differential privacy (aDP) guarantee. After embedding in the censoring mechanism, the DP guarantee becomes strict such that it does not rely on asymptotics. We demonstrate that the pseudo posterior mechanism creates synthetic data with the highest utility at the price of a weaker, aDP guarantee, while embedding the pseudo posterior mechanism in the proposed censoring mechanism produces synthetic data with a stronger, non-asymptotic DP guarantee at the cost of slightly reduced utility. The perturbed histogram mechanism is included for comparison.

We propose two synthetic microdata approaches to generate private tabular survey data products for public release. We adapt a pseudo posterior mechanism that downweights by-record likelihood contributions with weights $\in [0,1]$ based on their identification disclosure risks to producing tabular products for survey data. Our method applied to an observed survey database achieves an asymptotic global probabilistic differential privacy guarantee. Our two approaches synthesize the observed sample distribution of the outcome and survey weights, jointly, such that both quantities together possess a privacy guarantee. The privacy-protected outcome and survey weights are used to construct tabular cell estimates (where the cell inclusion indicators are treated as known and public) and associated standard errors to correct for survey sampling bias. Through a real data application to the Survey of Doctorate Recipients public use file and simulation studies motivated by the application, we demonstrate that our two microdata synthesis approaches to construct tabular products provide superior utility preservation as compared to the additive-noise approach of the Laplace Mechanism. Moreover, our approaches allow the release of microdata to the public, enabling additional analyses at no extra privacy cost.

We address practical implementation of a risk-weighted pseudo posterior synthesizer for microdata dissemination with a new re-weighting strategy that maximizes utility of released synthetic data under at any level of formal privacy guarantee. Our re-weighting strategy applies to any vector-weighted pseudo posterior mechanism under which a vector of observation-indexed weights are used to downweight likelihood contributions for high disclosure risk records. We demonstrate our method on two different vector-weighted schemes that target high-risk records. Our new method for constructing record-indexed downeighting maximizes the data utility under any privacy budget for the vector-weighted synthesizers by adjusting the by-record weights, such that their individual Lipschitz bounds approach the bound for the entire database. Our method achieves an $(\epsilon = 2 \Delta_{\boldsymbol{\alpha}})-$asymptotic differential privacy (aDP) guarantee, globally, over the space of databases. We illustrate our methods using simulated highly skewed count data and compare the results to a scalar-weighted synthesizer under the Exponential Mechanism (EM). We also apply our methods to a sample of the Survey of Doctorate Recipients and demonstrate the practicality of our methods.

We devise survey-weighted pseudo posterior distribution estimators under two-stage informative sampling of both primary clusters and secondary nested units for a one-way analysis of variance (ANOVA) population generating model as a simple canonical case where population model random effects are defined to be coincident with the primary clusters, for example student performance based on a survey of schools and students such as the 2000 OECD Programme for International Student Assessment (PISA). We consider estimation on an observed informative sample under both an augmented pseudo likelihood that co-samples the random effects, as well as an integrated likelihood that marginalizes out the random effects from the survey-weighted augmented pseudo likelihood. This paper includes a theoretical exposition that enumerates easily verified conditions for which estimation under the augmented pseudo posterior is guaranteed to be consistent at the true generating parameters. We reveal in simulation that both approaches produce asymptotically unbiased estimation of the generating hyperparameters for the random effects when a key condition on the sum of within cluster weighted residuals is met. We present a comparison with two frequentist alternatives, an expectation-maximization approach and a composite likelihood method that requires pairwise sampling weights., Comment: 45 pages, 12 figures

We propose a Bayesian pseudo posterior mechanism to generate record-level synthetic databases equipped with an $(\epsilon,\delta)-$ probabilistic differential privacy (pDP) guarantee, where $\delta$ denotes the probability that any observed database exceeds $\epsilon$. The pseudo posterior mechanism employs a data record-indexed, risk-based weight vector with weight values $\in [0, 1]$ that surgically downweight the likelihood contributions for high-risk records for model estimation and the generation of record-level synthetic data for public release. The pseudo posterior synthesizer constructs a weight for each data record using the Lipschitz bound for that record under a log-pseudo likelihood utility function that generalizes the exponential mechanism (EM) used to construct a formally private data generating mechanism. By selecting weights to remove likelihood contributions with non-finite log-likelihood values, we guarantee a finite local privacy guarantee for our pseudo posterior mechanism at every sample size. Our results may be applied to \emph{any} synthesizing model envisioned by the data disseminator in a computationally tractable way that only involves estimation of a pseudo posterior distribution for parameters, $\theta$, unlike recent approaches that use naturally-bounded utility functions implemented through the EM. We specify mild conditions that guarantee the asymptotic contraction of $\delta$ to $0$ over the space of databases. We illustrate our pseudo posterior mechanism on the sensitive family income variable from the Consumer Expenditure Surveys database published by the U.S. Bureau of Labor Statistics. We show that utility is better preserved in the synthetic data for our pseudo posterior mechanism as compared to the EM, both estimated using the same non-private synthesizer, due to our use of targeted downweighting., Comment: 35 pages, 7 figures, 2 tables

Statistical agencies utilize models to synthesize respondent-level data for release to the public for privacy protection. In this work, we efficiently induce privacy protection into any Bayesian synthesis model by employing a pseudo likelihood that exponentiates each likelihood contribution by an observation record-indexed weight in [0, 1], defined to be inversely proportional to the identification risk for that record. We start with the marginal probability of identification risk for a record, which is composed as the probability that the identity of the record may be disclosed. Our application to the Consumer Expenditure Surveys (CE) of the U.S. Bureau of Labor Statistics demonstrates that the marginally risk-adjusted synthesizer provides an overall improved privacy protection; however, the identification risks actually increase for some moderate-risk records after risk-adjusted pseudo posterior estimation synthesis due to increased isolation after weighting; a phenomenon we label "whack-a-mole". We proceed to construct a weight for each record from a collection of pairwise identification risk probabilities with other records, where each pairwise probability measures the joint probability of re-identification of the pair of records, which mitigates the whack-a-mole issue and produces a more efficient set of synthetic data with lower risk and higher utility for the CE data.

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no longer produces asymptotically unbiased inference. We construct a weight-exponentiated formulation for the random effects distribution that achieves unbiased inference for generating hyperparameters of the random effects. We contrast our approach with frequentist methods that rely on numerical integration to reveal that only the Bayesian method achieves both unbiased estimation with respect to the sampling design distribution and consistency with respect to the population generating distribution. Our simulations and real data example for a survey of business establishments demonstrate the utility of our approach across different modeling formulations and sampling designs. This work serves as a capstone for recent developmental efforts that combine traditional survey estimation approaches with the Bayesian modeling paradigm and provides a bridge across the two rich but disparate sub-fields., Comment: 31 pages, 6 figures, 2 table

In the analysis of survey data, sampling weights are needed for consistent estimation of the population. However, the original inverse probability weights from the survey sample design are typically modified to account for non-response, to increase efficiency by incorporating auxiliary population information, and to reduce the variability in estimates due to extreme weights. It is often the case that no single set of weights can be found which successfully incorporates all of these modifications because together they induce a large number of constraints and restrictions on the feasible solution space. For example, a unique combination of categorical variables may not be present in the sample data, even if the corresponding population level information is available. Additional requirements for weights to fall within specified ranges may also lead to fewer population level adjustments being incorporated. We present a framework and accompanying computational methods to address this issue of constraint achievement or selection within a restricted space that will produce revised weights with reasonable properties. By combining concepts from generalized raking, ridge and lasso regression, benchmarking of small area estimates, augmentation of state-space equations, path algorithms, and data-cloning, this framework simultaneously selects constraints and provides diagnostics suggesting why a fully constrained solution is not possible. Combinatoric operations such as brute force evaluations of all possible combinations of constraints and restrictions are avoided. We demonstrate this framework by applying alternative methods to post-stratification for the National Survey on Drug Use and Health. We also discuss strategies for scaling up to even larger data sets. Computations were performed in R and code is available from the authors., Comment: 23 pages, 2 figures, 3 tables

Social and economic studies are often implemented as complex survey designs. For example, multistage, unequal probability sampling designs utilized by federal statistical agencies are typically constructed to maximize the efficiency of the target domain level estimator (e.g., indexed by geographic area) within cost constraints for survey administration. Such designs may induce dependence between the sampled units; for example, with employment of a sampling step that selects geographically-indexed clusters of units. A sampling-weighted pseudo-posterior distribution may be used to estimate the population model on the observed sample. The dependence induced between co-clustered units inflates the scale of the resulting pseudo-posterior covariance matrix that has been shown to induce under coverage of the credibility sets. By bridging results across Bayesian model mispecification and survey sampling, we demonstrate that the scale and shape of the asymptotic distributions are different between each of the pseudo-MLE, the pseudo-posterior and the MLE under simple random sampling. Through insights from survey sampling variance estimation and recent advances in computational methods, we devise a correction applied as a simple and fast post-processing step to MCMC draws of the pseudo-posterior distribution. This adjustment projects the pseudo-posterior covariance matrix such that the nominal coverage is approximately achieved. We make an application to the National Survey on Drug Use and Health as a motivating example and we demonstrate the efficacy of our scale and shape projection procedure on synthetic data on several common archetypes of survey designs., Comment: 45 pages, 4 figures, 1 table

An informative sampling design leads to unit inclusion probabilities that are correlated with the response variable of interest. However, multistage sampling designs may also induce higher order dependencies, which are typically ignored in the literature when establishing consistency of estimators for survey data under a condition requiring asymptotic independence among the unit inclusion probabilities. We refine and relax this condition of asymptotic independence or asymptotic factorization and demonstrate that consistency is still achieved in the presence of residual sampling dependence. A popular approach for conducting inference on a population based on a survey sample is the use of a pseudo-posterior, which uses sampling weights based on first order inclusion probabilities to exponentiate the likelihood. We show that the pseudo-posterior is consistent not only for survey designs which have asymptotic factorization, but also for designs with residual or unattenuated dependence. Using the complex sampling design of the National Survey on Drug Use and Health, we explore the impact of multistage designs and order based sampling. The use of the survey-weighted pseudo-posterior together with our relaxed requirements for the survey design establish a broad class of analysis models that can be applied to a wide variety of survey data sets., Comment: 35 pages, 5 figures. arXiv admin note: text overlap with arXiv:1710.10102

An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population generative model. One approach that produces asymptotically unbiased inference employs marginal inclusion probabilities to form sampling weights used to exponentiate each likelihood contribution of a pseudo likelihood used to form a pseudo posterior distribution. Conditions for posterior consistency restrict applicable sampling designs to those under which pairwise inclusion dependencies asymptotically limit to 0. There are many sampling designs excluded by this restriction; for example, a multi-stage design that samples individuals within households. Viewing each household as a population, the dependence among individuals does not attenuate. We propose a more targeted approach in this paper for inference focused on pairs of individuals or sampled units; for example, the substance use of one spouse in a shared household, conditioned on the substance use of the other spouse. We formulate the pseudo likelihood with weights based on pairwise or second order probabilities and demonstrate consistency, removing the requirement for asymptotic independence and replacing it with restrictions on higher order selection probabilities. Our approach provides a nearly automated estimation procedure applicable to any model specified by the data analyst. We demonstrate our method on the National Survey on Drug Use and Health., Comment: 35 pages, 9 figures