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High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

Machine Learning · Statistics 2019-06-11 Yameng Liu , Aw Dieng , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

Data Analysis, Statistics and Probability · Physics 2018-02-12 Giulio D'Agostini

Machine learning (ML) models often exhibit bias that can exacerbate inequities in biomedical applications. Fairness auditing, the process of evaluating a model's performance across subpopulations, is critical for identifying and mitigating…

Methodology · Statistics 2026-05-19 Jianhui Gao , Jessica Gronsbell

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Methodology · Statistics 2008-02-04 K. Triantafyllopoulos

The estimation of missing input vector elements in real time processing applications requires a system that possesses the knowledge of certain characteristics such as correlations between variables, which are inherent in the input space.…

Applications · Statistics 2007-05-23 Fulufhelo V. Nelwamondo , Shakir Mohamed , Tshilidzi Marwala

High-dimensional time series data exist in numerous areas such as finance, genomics, healthcare, and neuroscience. An unavoidable aspect of all such datasets is missing data, and dealing with this issue has been an important focus in…

Machine Learning · Statistics 2018-02-27 Amin Jalali , Rebecca Willett

Alongside consistency, completeness of information is one of the key factors influencing data quality. The objective of this paper is to define ways of treating missing entries in pairwise comparisons (PC) method with respect to…

Discrete Mathematics · Computer Science 2019-11-25 Konrad Kułakowski , Anna Prusak , Jacek Szybowski

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures…

Machine Learning · Statistics 2020-09-04 Aditya Kela , Kai von Prillwitz , Johan Aberg , Rafael Chaves , David Gross

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

BACKGROUND: As databases grow larger, it becomes harder to fully control their collection, and they frequently come with missing values: incomplete observations. These large databases are well suited to train machine-learning models, for…

Machine Learning · Computer Science 2022-02-23 Alexandre Perez-Lebel , Gaël Varoquaux , Marine Le Morvan , Julie Josse , Jean-Baptiste Poline

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…

Methodology · Statistics 2022-04-20 Yichi Zhang , Weining Shen , Dehan Kong

We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the…

Applications · Statistics 2013-01-14 Juned Siddique , Ofer Harel , Catherine M. Crespi

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…

Methodology · Statistics 2024-09-18 D. S. Martinez-Lobo , O. O. Melo , N. A. Cruz

We present a method to analyze sensitivity of frequentist inferences to potential nonignorability of the missingness mechanism. Rather than starting from the selection model, as is typical in such analyses, we assume that the missingness…

Methodology · Statistics 2023-02-09 Heng Chen , Daniel F. Heitjan

This paper proposes a general multiple imputation approach for analyzing large-scale data with missing values. An imputation model is derived from a joint distribution induced by a latent variable model, which can flexibly capture…

Methodology · Statistics 2025-09-26 Siliang Zhang , Yunxiao Chen , Jouni Kuha
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