Related papers: Penalized pairwise pseudo likelihood for variable …
Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…
Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…
Randomized experiments can be susceptible to selection bias due to potential non-compliance by the participants. While much of the existing work has studied compliance as a static behavior, we propose a game-theoretic model to study…
When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…
For many practical problems, the regression models follow the strong heredity property (also known as the marginality), which means they include parent main effects when a second-order effect is present. Existing methods rely mostly on…
Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…
We consider an empirical likelihood inference for parameters defined by general estimating equations when some components of the random observations are subject to missingness. As the nature of the estimating equations is wide-ranging, we…
Model averaging has demonstrated superior performance for ensemble forecasting in high-dimensional framework, its extension to incomplete datasets remains a critical but underexplored challenge. Moreover, identifying the parsimonious model…
Taking a rigorous formal approach, we consider sequential decision problems involving observable variables, unobservable variables, and action variables. We can typically assume the property of extended stability, which allows…
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…
There is a growing need for the ability to analyse interval-valued data. However, existing descriptive frameworks to achieve this ignore the process by which interval-valued data are typically constructed; namely by the aggregation of…
The accelerated failure time (AFT) models have proved useful in many contexts, though heavy censoring (as for example in cancer survival) and high dimensionality (as for example in microarray data) cause difficulties for model fitting and…
Calibration of option pricing models is routinely repeated as markets evolve, yet modern systems lack an operator for removing data from a calibrated model without full retraining. When quotes become stale, corrupted, or subject to deletion…
Unsupervised and self-supervised learning approaches have become a crucial tool to learn representations for downstream prediction tasks. While these approaches are widely used in practice and achieve impressive empirical gains, their…
An approach to amputation, the process of introducing missing values to a complete dataset, is presented. It allows to construct missingness indicators in a flexible and principled way via copulas and Bernoulli margins and to incorporate…
Machine learning algorithms permeate the day-to-day aspects of our lives and therefore studying the fairness of these algorithms before implementation is crucial. One way in which bias can manifest in a dataset is through missing values.…
Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially…
Existing feature filters rely on statistical pair-wise dependence metrics to model feature-target relationships, but this approach may fail when the target depends on higher-order feature interactions rather than individual contributions.…
Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…
Feature selection has evolved to be an important step in several machine learning paradigms. In domains like bio-informatics and text classification which involve data of high dimensions, feature selection can help in drastically reducing…