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In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here,…

Machine Learning · Statistics 2024-03-22 Julie Josse , Jacob M. Chen , Nicolas Prost , Erwan Scornet , Gaël Varoquaux

Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…

Methodology · Statistics 2023-11-13 Minna Genbäck , Xavier de Luna

Baseline covariates in randomized experiments are often used in the estimation of treatment effects, for example, when estimating treatment effects within covariate-defined subgroups. In practice, however, covariate values may be missing…

Methodology · Statistics 2023-08-29 Gauri Kamat , Jerome P. Reiter

In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of…

Machine Learning · Statistics 2017-11-23 G. Revillon , A. Djafari , C. Enderli

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…

Methodology · Statistics 2025-12-16 Won Gu , Francesca Chiaromonte , Justin D. Silverman

We examine the performance of efficient and AIPW estimators under two-phase sampling when the complete-data model is nearly correctly specified, in the sense that the misspecification is not reliably detectable from the data by any possible…

Statistics Theory · Mathematics 2017-07-20 Thomas Lumley

Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…

Machine Learning · Computer Science 2025-07-15 Addison Weatherhead , Anna Goldenberg

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Machine Learning · Statistics 2022-03-23 Burim Ramosaj , Justus Tulowietzki , Markus Pauly

Under interference, the treatment of one unit may affect the outcomes of other units. Such interference patterns between units are typically represented by a network. Correctly specifying this network requires identifying which units can…

Methodology · Statistics 2025-12-23 Bar Weinstein , Daniel Nevo

In this paper we study predictive mean matching mass imputation estimators to integrate data from probability and non-probability samples. We consider two approaches: matching predicted to predicted ($\hat{y}-\hat{y}$~matching; PMM A) and…

Methodology · Statistics 2024-06-18 Piotr Chlebicki , Łukasz Chrostowski , Maciej Beręsewicz

The problem of missingness in observational data is ubiquitous. When the confounders are missing at random, multiple imputation is commonly used; however, the method requires congeniality conditions for valid inferences, which may not be…

Methodology · Statistics 2020-07-10 Nathan Corder , Shu Yang

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Methodology · Statistics 2020-07-31 Jonathan H. Huggins , Jeffrey W. Miller

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

This is a review of asymptotic and non-asymptotic behaviour of Bayesian methods under model specification. In particular we focus on consistency, i.e. convergence of the posterior distribution to the point mass at the best parametric…

Statistics Theory · Mathematics 2023-11-21 Natalia Bochkina

Nearest neighbor imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the nearest neighbor imputation estimator for general population parameters, including…

Methodology · Statistics 2017-07-05 Shu Yang , Jae Kwang Kim

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…

Econometrics · Economics 2025-04-21 Martin Mugnier

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann
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