Consistency for the tree bootstrap in respondent-driven sampling.

Respondent-driven sampling is an approach for estimating features of populations that are difficult to access using standard survey tools, e.g., the fraction of injection drug users who are HIV positive. Baraff et al. (2016) introduced an approach to estimating uncertainty in population proportion estimates from respondent-driven sampling using the tree bootstrap method. In this paper we establish the consistency of this tree bootstrap approach in the case of [Formula: see text]-trees.

Beyond prediction: A framework for inference with variational approximations in mixture models.

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational inference in a frequentist context works by approximating intractable conditional distributions with a tractable family and optimizing the resulting lower bound on the log-likelihood. The variational objective function is typically less computationally intensive to optimize than the true likelihood, enabling scientists to fit rich models even with extremely large datasets. Despite widespread use, little is known about the general theoretical properties of estimators arising from variational approximations to the log-likelihood, which hinders their use in inferential statistics. In this paper we connect such estimators to profile M-estimation, which enables us to provide regularity conditions for consistency and asymptotic normality of variational estimators. Our theory also motivates three methodological improvements to variational inference: estimation of the asymptotic model-robust covariance matrix, a one-step correction that improves estimator efficiency, and an empirical assessment of consistency. We evaluate the proposed results using simulation studies and data on marijuana use from the National Longitudinal Study of Youth.