Related papers: Recoverability of Joint Distribution from Missing …
We consider missing data in the context of hidden Markov models with a focus on situations where data is missing not at random (MNAR) and missingness depends on the identity of the hidden states. In simulations, we show that including a…
Inferring a graphical model or network from observational data from a large number of variables is a well studied problem in machine learning and computational statistics. In this paper we consider a version of this problem that is relevant…
Causal analysis may be affected by selection bias, which is defined as the systematic exclusion of data from a certain subpopulation. Previous work in this area focused on the derivation of identifiability conditions. We propose instead a…
It is known that non-commuting observables in quantum mechanics do not have joint probability. This statement refers to the precise (additive) probability model. I show that the joint distribution of any non-commuting pair of variables can…
Missing data are frequently encountered in high-dimensional problems, but they are usually difficult to deal with using standard algorithms, such as the expectation-maximization (EM) algorithm and its variants. To tackle this difficulty,…
Inverse probability weighting (IPW) methods are commonly used to analyze non-ignorable missing data under the assumption of a logistic model for the missingness probability. However, solving IPW equations numerically may involve…
Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…
The estimation of coverage probabilities, and in particular of the missing mass, is a classical statistical problem with applications in numerous scientific fields. In this paper, we study this problem in relation to randomized data…
When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…
When a missing-data mechanism is NMAR or non-ignorable, missingness is itself vital information and it must be taken into the likelihood, which, however, needs to introduce additional parameters to be estimated. The incompleteness of the…
It is often said that the fundamental problem of causal inference is a missing data problem -- the comparison of responses to two hypothetical treatment assignments is made difficult because for every experimental unit only one potential…
Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…
In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…
We consider studies where multiple measures on an outcome variable are collected over time, but some subjects drop out before the end of follow up. Analyses of such data often proceed under either a 'last observation carried forward' or…
The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal Metropolis-Hastings algorithm, used in this setting, is an effective strategy for parameter estimation.…
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…
The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…
We study a class of missingness mechanisms, called sequentially additive nonignorable, for modeling multivariate data with item nonresponse. These mechanisms explicitly allow the probability of nonresponse for each variable to depend on the…
Nonmonotone missing data is a common problem in scientific studies. The conventional ignorability and missing-at-random (MAR) conditions are unlikely to hold for nonmonotone missing data and data analysis can be very challenging with few…