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Missing values are common in photovoltaic (PV) power data, yet the uncertainty they induce is not propagated into predictive distributions. We develop a framework that incorporates missing-data uncertainty into short-term PV forecasting by…

Machine Learning · Computer Science 2026-03-17 Parastoo Pashmchi , Jérôme Benoit , Motonobu Kanagawa

Multiple data sources are becoming increasingly available for statistical analyses in the era of big data. As an important example in finite-population inference, we consider an imputation approach to combining a probability sample with big…

Methodology · Statistics 2018-07-10 Shu Yang , Jae Kwang Kim

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

Methodology · Statistics 2023-02-07 Matthew Kosko , Lin Wang , Michele Santacatterina

Causal inference on populations embedded in social networks poses technical challenges, since the typical no interference assumption frequently does not hold. Existing methods developed in the context of network interference rely upon the…

Methodology · Statistics 2024-04-12 Vanessa McNealis , Erica E. M. Moodie , Nema Dean

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…

Statistics Theory · Mathematics 2024-05-27 Hyemin Yeon , Xiongtao Dai , Daniel John Nordman

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

A crucial input into causal inference is the imputed counterfactual outcome. Imputation error can arise because of sampling uncertainty from estimating the prediction model using the untreated observations, or from out-of-sample information…

Econometrics · Economics 2024-05-20 Silvia Goncalves , Serena Ng

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…

Machine Learning · Computer Science 2020-03-04 Ye Xue , Diego Klabjan , Yuan Luo

Multiple imputation by chained equations (MICE) has emerged as a popular approach for handling missing data. A central challenge for applying MICE is determining how to incorporate outcome information into covariate imputation models,…

Methodology · Statistics 2019-10-11 Lauren Beesley , Jeremy M G Taylor

The central challenges in missing data models concern the identifiability of two distributions: the target law and the full law. The target law refers to the joint distribution of the data variables, whereas the full law refers to the joint…

Statistics Theory · Mathematics 2025-10-30 Juha Karvanen , Santtu Tikka

Missing data is a common problem in real-world settings and particularly relevant in healthcare applications where researchers use Electronic Health Records (EHR) and results of observational studies to apply analytics methods. This issue…

Machine Learning · Statistics 2018-12-04 Dimitris Bertsimas , Agni Orfanoudaki , Colin Pawlowski

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li

In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of…

Machine Learning · Statistics 2017-11-23 G. Revillon , A. Djafari , C. Enderli

Handling missing values is a common challenge in biostatistical analyses, typically addressed by imputation methods. We propose a novel, fast, and easy-to-use imputation method called missing value imputation with adversarial random forests…

Machine Learning · Statistics 2025-07-22 Pegah Golchian , Jan Kapar , David S. Watson , Marvin N. Wright

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Measuring average differences in an outcome across racial or ethnic groups is a crucial first step for equity assessments, but researchers often lack access to data on individuals' races and ethnicities to calculate them. A common solution…

Methodology · Statistics 2024-03-12 Benjamin Lu , Jia Wan , Derek Ouyang , Jacob Goldin , Daniel E. Ho

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Inference problems with incomplete observations often aim at estimating population properties of unobserved quantities. One simple way to accomplish this estimation is to impute the unobserved quantities of interest at the individual level…

Methodology · Statistics 2012-10-16 Vladimir N. Minin , John D. O'Brien , Arseni Seregin

In modern large-scale observational studies, data collection constraints often result in partially labeled datasets, posing challenges for reliable causal inference, especially due to potential labeling bias and relatively small size of the…

Methodology · Statistics 2025-04-22 Yuqian Zhang , Abhishek Chakrabortty , Jelena Bradic
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