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Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods for fitting and conducting inference on stochastic volatility…

Methodology · Statistics 2025-01-28 Gehui Zhang , Gong Tang , Lori Scott , Robert T Krafty

Missing data problems arise in many applied research studies. They may jeopardize statistical inference of the model of interest, if the missing mechanism is nonignorable, that is, the missing mechanism depends on the missing values…

Statistics Theory · Mathematics 2015-09-15 Wang Miao , Peng Ding , Zhi Geng

The increased prevalence of observational data and the need to integrate information from multiple sources are critical challenges in contemporary data analysis. Record linkage is a widely used tool for combining datasets in the absence of…

Methodology · Statistics 2025-12-17 Martin Slawski

In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use…

Methodology · Statistics 2023-08-30 Trang Quynh Nguyen , Elizabeth A. Stuart

Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…

Statistics Theory · Mathematics 2022-01-03 Kin Wai Chan , Xiao-Li Meng

Missing data present challenges in data analysis. Naive analyses such as complete-case and available-case analysis may introduce bias and loss of efficiency, and produce unreliable results. Multiple imputation (MI) is one of the most widely…

Methodology · Statistics 2019-05-15 Domonique W. Hodge , Sandra E. Safo , Qi Long

The estimand framework proposes different strategies to address intercurrent events. The treatment policy strategy seems to be the most favoured as it is closely aligned with the pre-addendum intention-to-treat principle. All data for all…

Methodology · Statistics 2025-07-21 Sunita Rehal , Nicky Best , Sarah Watts , Thomas Drury

Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…

Methodology · Statistics 2025-04-08 Ana Pérez-González , Tomás R. Cotos-Yáñez , Rosa M. Crujeiras

In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is…

Methodology · Statistics 2013-08-13 Max Grazier G'Sell , Shai S. Shen-Orr , Robert Tibshirani

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

This tutorial aims to provide signal processing (SP) and machine learning (ML) practitioners with vital tools, in an accessible way, to answer the question: How to deal with missing data? There are many strategies to handle incomplete…

Signal Processing · Electrical Eng. & Systems 2026-01-06 Alexandre Hippert-Ferrer , Aude Sportisse , Amirhossein Javaheri , Mohammed Nabil El Korso , Daniel P. Palomar

Multiple imputation is a popular method for handling missing data, with fully conditional specification (FCS) being one of the predominant imputation approaches for multivariable missingness. Unbiased estimation with standard…

The interventional effects approach to causal mediation analysis is increasingly common in epidemiologic research, given its potential to address policy-relevant questions about hypothetical mediator interventions. Multiple imputation (MI)…

Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as…

Methodology · Statistics 2022-05-17 Wei Lan , Xuerong Chen , Tao Zou , Chih-Ling Tsai

In real world clinical environments, training and applying deep learning models on multi-modal medical imaging data often struggles with partially incomplete data. Standard approaches either discard missing samples, require imputation or…

Computer Vision and Pattern Recognition · Computer Science 2025-09-16 Christoph Fürböck , Paul Weiser , Branko Mitic , Philipp Seeböck , Thomas Helbich , Georg Langs

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Methodology · Statistics 2020-02-26 Imke Mayer , Julie Josse , Félix Raimundo , Jean-Philippe Vert

Healthcare data, particularly in critical care settings, presents three key challenges for analysis. First, physiological measurements come from different sources but are inherently related. Yet, traditional methods often treat each…

Applications · Statistics 2025-12-01 Ali Akbar Septiandri , Deyu Ming , F. Alejandro DiazDelaO , Takoua Jendoubi , Samiran Ray

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

The missing data problem has been broadly studied in the last few decades and has various applications in different areas such as statistics or bioinformatics. Even though many methods have been developed to tackle this challenge, most of…

Machine Learning · Statistics 2021-06-10 Thu Nguyen , Khoi Minh Nguyen-Duy , Duy Ho Minh Nguyen , Binh T. Nguyen , Bruce Alan Wade