English
Related papers

Related papers: Dimensionality reduction with missing values imput…

200 papers

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is…

Machine Learning · Computer Science 2011-09-16 Miguel Á. Carreira-Perpiñán

The main contribution of this paper is the development of a new decision tree algorithm. The proposed approach allows users to guide the algorithm through the data partitioning process. We believe this feature has many applications but in…

Machine Learning · Statistics 2020-10-27 Cédric Beaulac , Jeffrey S. Rosenthal

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

One of the central issues of several machine learning applications on real data is the choice of the input features. Ideally, the designer should select only the relevant, non-redundant features to preserve the complete information…

Machine Learning · Computer Science 2023-03-28 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

We propose estimation methods for change points in high-dimensional covariance structures with an emphasis on challenging scenarios with missing values. We advocate three imputation like methods and investigate their implications on common…

Machine Learning · Statistics 2020-10-26 Malte Londschien , Solt Kovács , Peter Bühlmann

Data values in a dataset can be missing or anomalous due to mishandling or human error. Analysing data with missing values can create bias and affect the inferences. Several analysis methods, such as principle components analysis or…

Artificial Intelligence · Computer Science 2022-05-11 Sandeep Hans , Diptikalyan Saha , Aniya Aggarwal

An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…

Machine Learning · Statistics 2017-02-17 Dimosthenis Tsagkrasoulis , Giovanni Montana

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a…

Machine Learning · Computer Science 2013-02-28 Stefano Ermon , Carla P. Gomes , Ashish Sabharwal , Bart Selman

High-dimensional big data appears in many research fields such as image recognition, biology and collaborative filtering. Often, the exploration of such data by classic algorithms is encountered with difficulties due to `curse of…

Machine Learning · Computer Science 2016-07-13 Amit Bermanis , Aviv Rotbart , Moshe Salhov , Amir Averbuch

Dimension reduction is a common strategy to study non-linear dynamical systems composed by a large number of variables. The goal is to find a smaller version of the system whose time evolution is easier to predict while preserving some of…

Dynamical Systems · Mathematics 2022-06-23 Marina Vegué , Vincent Thibeault , Patrick Desrosiers , Antoine Allard

Sparse regression such as the Lasso has achieved great success in handling high-dimensional data. However, one of the biggest practical problems is that high-dimensional data often contain large amounts of missing values. Convex Conditioned…

Machine Learning · Statistics 2019-06-20 Masaaki Takada , Hironori Fujisawa , Takeichiro Nishikawa

This paper proposes a new framework of algorithmic recourse (AR) that works even in the presence of missing values. AR aims to provide a recourse action for altering the undesired prediction result given by a classifier. Existing AR methods…

Machine Learning · Computer Science 2024-05-24 Kentaro Kanamori , Takuya Takagi , Ken Kobayashi , Yuichi Ike

Ensemble learning has had many successes in supervised learning, but it has been rare in unsupervised learning and dimensionality reduction. This study explores dimensionality reduction ensembles, using principal component analysis and…

Machine Learning · Statistics 2017-10-13 Colleen M. Farrelly

Multi-view learning is a learning task in which data is described by several concurrent representations. Its main challenge is most often to exploit the complementarities between these representations to help solve a…

Machine Learning · Computer Science 2020-07-07 Hongliu Cao , Simon Bernard , Robert Sabourin , Laurent Heutte

Many application areas rely on models that can be readily simulated but lack a closed-form likelihood, or an accurate approximation under arbitrary parameter values. Existing parameter estimation approaches in this setting are generally…

Methodology · Statistics 2025-08-04 Rui Zhang , Oksana A. Chkrebtii , Dongbin Xiu

Missing data is a common problem in time series data. Most methods for imputation ignore label information pertaining to the time series even if that information exists. In this paper, we provide a framework for missing data imputation in…

Time-series data with missing values are commonly encountered in many fields, such as healthcare, meteorology, and robotics. The imputation aims to fill the missing values with valid values. Most imputation methods trained the models…

Machine Learning · Computer Science 2024-11-21 Tae-Min Choi , Ji-Su Kang , Jong-Hwan Kim

We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…

Applications · Statistics 2013-02-20 Vincent Audigier , François Husson , Julie Josse