Sayan Patra

Sayan Patra

Teaching Assistant

Graduation Year: 
2019

Employment Info

Data Scientist, Applied Research
LinkedIn
Nov 2019-Present

Dissertation

Constrained Bayesian Inference through Posterior Projection with Applcations

Abstract     In a broad variety of settings, prior information takes the form of parameter restrictions. Bayesian approaches are appealing in parameter constrained problems in allowing a probabilistic characterization of uncertainty in finite samples, while providing a computational machinery for the incorporation of complex constraints in hierarchical models. However, the usual Bayesian strategy of directly placing a prior measure on the constrained space, and then conducting posterior computation with Markov chain Monte Carlo algorithms is often intractable. An alternative is to initially conduct computation for an unconstrained or less constrained posterior, and then project draws from this initial posterior to the constrained space through a minimal distance mapping. This approach has been successful in monotone function estimation but has not been considered in broader settings.   In this dissertation, we develop a unified theory to justify posterior projection in general Banach spaces including for infinite-dimensional functional parameter space. For tractability, in chapter 2 we focus on the case in which the constrained parameter space corresponds to a closed, convex subset of the original space. A special class of non-convex sets called Stiefel manifolds is explored later in chapter 3. Specifically, we provide a general formulation of the projected posterior and show that it corresponds to a valid posterior distribution on the constrained space for particular classes of priors and likelihood functions. We also show how the asymptotic properties of the unconstrained posterior are transferred to the projected posterior. We then illustrate our proposed methodology via multiple examples, both in simulation studies and real data applications.   In chapter 4, we extend our proposed methodology of posterior projection to that of small area estimation (SAE), which focuses on estimating population parameters when there is little to no area-specific information. ``Areas" are often spatial regions, where they might be different demographic groups or experimental conditions. To improve the precision of estimates, a common strategy in SAE methods is to borrow information across several areas. This is generally achieved by using a hierarchical or empirical Bayesian model. However, parameter constraints arising naturally from surveys pose a challenge to the estimation procedure. Examples of such constraints include the variance of the estimate of an area being proportional to the geographic size of the area or the sum of the county level estimates being equal to the state level estimates. We utilize and extend the posterior projection approach to facilitate such computing and reduce parameter uncertainty.   This dissertation develops the fundamental new approaches for constrained Bayesian inference, and there are many possible directions for future endeavors. One such important generalization is considered in chapter 5 to allow for conditional posterior projections; for example, applying projection to a subset of parameters immediately after each update step within a Markov chain Monte Carlo algorithm. We identify several scenarios where such a modified algorithm converges to the underlying true distribution and develop a general theory to ensure consistency. We conclude the dissertation by discussing future directions of research in chapter 6, outlining many directions for continued research on these topics.

Overview

My current research interest is in the field of nonparameteric Bayesian inference. I am working specifically on methods that deal with constrained parameters in Banach spaces. This is an ongoing project with David Dunson.

I have also developed a keen interest in the spatial Bayesian statistics. In view of global weather change patterns, this has become a very relevant research area. Surya Tokdar is advising me on a project regarding this, details coming soon!