Related papers: Predicting missing values in spatio-temporal satel…
Sparse Ising problems can be found in application areas such as logistics, condensed matter physics and training of deep Boltzmann networks, but can be very difficult to tackle with high efficiency and accuracy. This report presents new…
The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationally infeasible for modern spatial data. As such, various…
In this paper, prediction for linear systems with missing information is investigated. New methods are introduced to improve the Mean Squared Error (MSE) on the test set in comparison to state-of-the-art methods, through appropriate tuning…
We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…
Data depth is a well-known and useful nonparametric tool for analyzing functional data. It provides a novel way of ranking a sample of curves from the center outwards and defining robust statistics, such as the median or trimmed means. It…
Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…
Global ambient air pollution, a transboundary challenge, is typically addressed through interventions relying on data from spatially sparse and heterogeneously placed monitoring stations. These stations often encounter temporal data gaps…
Spatio-temporal data sets are rapidly growing in size. For example, environmental variables are measured with ever-higher resolution by increasing numbers of automated sensors mounted on satellites and aircraft. Using such data, which are…
We study the problem of imputing missing values in a dataset, which has important applications in many domains. The key to missing value imputation is to capture the data distribution with incomplete samples and impute the missing values…
In this paper we develop a novel approach for estimating large and sparse dynamic factor models using variational inference, also allowing for missing data. Inspired by Bayesian variable selection, we apply slab-and-spike priors onto the…
Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for big scattered datasets in $n-$dimensional space. It is a non-separable approximation, as it is…
Uninterrupted optical image time series are crucial for the timely monitoring of agricultural land changes, particularly in grasslands. However, the continuity of such time series is often disrupted by clouds. In response to this challenge,…
Missing values are common in real-world time series, and multivariate time series forecasting with missing values (MTSF-M) has become a crucial area of research for ensuring reliable predictions. To address the challenge of missing data,…
We present a method for Temporal Difference (TD) learning that addresses several challenges faced by robots learning to navigate in a marine environment. For improved data efficiency, our method reduces TD updates to Gaussian Process…
This study introduces a framework for quality control of measured weather data, including anomaly detection, and infilling missing values. Weather data is a fundamental input to building performance simulations, in which anomalous values…
Sparse and irregularly sampled multivariate time series are common in clinical, climate, financial and many other domains. Most recent approaches focus on classification, regression or forecasting tasks on such data. In forecasting, it is…
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…
We consider a high-dimensional model in which variables are observed over time and space. The model consists of a spatio-temporal regression containing a time lag and a spatial lag of the dependent variable. Unlike classical spatial…
This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…