Related papers: Improving Missing Data Imputation with Deep Genera…
We characterize the structure and origins of missingness for 159 cross-sectional return predictors and study missing value handling for portfolios constructed using machine learning. Simply imputing with cross-sectional means performs well…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
We propose a variational autoencoder architecture to model both ignorable and nonignorable missing data using pattern-set mixtures as proposed by Little (1993). Our model explicitly learns to cluster the missing data into missingness…
We propose a novel method for imputing missing data by adapting the well-known Generative Adversarial Nets (GAN) framework. Accordingly, we call our method Generative Adversarial Imputation Nets (GAIN). The generator (G) observes some…
Missing data is a widespread problem in many domains, creating challenges in data analysis and decision making. Traditional techniques for dealing with missing data, such as excluding incomplete records or imputing simple estimates (e.g.,…
In this study, we propose a new statical approach for high-dimensionality reduction of heterogenous data that limits the curse of dimensionality and deals with missing values. To handle these latter, we propose to use the Random Forest…
Missing data is a prevalent issue that can significantly impair model performance and explainability. This paper briefly summarizes the development of the field of missing data with respect to Explainable Artificial Intelligence and…
Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…
With the advancement of data science, the collection of increasingly complex datasets has become commonplace. In such datasets, the data dimension can be extremely high, and the underlying data generation process can be unknown and highly…
Data quality monitoring is a core challenge in modern information processing systems. While many approaches to detect data errors or shifts have been proposed, few studies investigate the mechanisms governing error generation. We argue that…
Deep learning models have demonstrated outstanding performance in several problems, but their training process tends to require immense amounts of computational and human resources for training and labeling, constraining the types of…
This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping…
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…
The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to…
Data generation and analysis is a fundamental aspect of many industries and disciplines, from strategic decision making in business to research in the physical and social sciences. However, data generated using software and algorithms can…
Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…
As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…
Joint modeling technique is a recent advancement in effectively analyzing the longitudinal history of patients with the occurrence of an event of interest attached to it. This procedure is successfully implemented in biomarker studies to…
Most datasets suffer from partial or complete missing values, which has downstream limitations on the available models on which to test the data and on any statistical inferences that can be made from the data. Several imputation techniques…
Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…