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In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…

Machine Learning · Statistics 2014-02-14 Adam Kapelner , Justin Bleich

We consider the problem of full information maximum likelihood (FIML) estimation in a factor analysis model when a majority of the data values are missing. The expectation-maximization (EM) algorithm is often used to find the FIML…

Computation · Statistics 2013-12-20 Kei Hirose , Sunyong Kim , Yutaka Kano , Miyuki Imada , Manabu Yoshida , Masato Matsuo

We study the dynamics of matrix-valued time series with observed network structures by proposing a matrix network autoregression model with row and column networks of the subjects. We incorporate covariate information and a low rank…

Methodology · Statistics 2023-02-07 Xuening Zhu , Feifei Wang , Zeng Li , Yanyuan Ma

Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…

Applications · Statistics 2019-05-21 Alejandra Avalos-Pacheco , David Rossell , Richard S. Savage

We present an approach for synthesising observational data with elastodynamic finite element models by extending the statistical finite element method (statFEM) framework. The proposed formulation adopts a Bayesian filtering approach to…

Numerical Analysis · Mathematics 2026-04-15 Igor Kavrakov , Yaswanth Sai Jetti , Ahmet Oguzhan Yuksel , Fehmi Cirak

Conditions ensuring optimal parameter estimation in the presence of missing data are well established in inference, typically relying on the Missing-at-Random (MAR) assumption. In prediction, similar principles are often assumed to apply.…

Methodology · Statistics 2026-03-19 Pierre Catoire , Robin Genuer , Cecile Proust-Lima

The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…

Methodology · Statistics 2010-10-13 Silvia Cagnone , Cinzia Viroli

We present an interval-based approach for parameter identification in structural static inverse problems. The proposed inverse formulation exploits the Interval Finite Element Method (IFEM) combined with adjoint-based optimization. The…

Numerical Analysis · Mathematics 2014-09-08 Naijia Xiao , Francesco Fedele , Rafi Muhanna

Recent advances in stochastic differential equations (SDEs) have enabled robust modeling of real-world dynamical processes across diverse domains, such as finance, health, and systems biology. However, parameter estimation for SDEs…

Machine Learning · Computer Science 2026-01-29 Long Van Tran , Truyen Tran , Phuoc Nguyen

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…

Numerical Analysis · Mathematics 2021-06-17 Assyr Abdulle , Giacomo Garegnani

We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient…

Methodology · Statistics 2024-02-09 Changyu Liu , Wen Su , Kin-Yat Liu , Guosheng Yin , Xingqiu Zhao

We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…

Statistics Theory · Mathematics 2022-01-03 Ali Jadbabaie , Horia Mania , Devavrat Shah , Suvrit Sra

We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the…

Applications · Statistics 2013-01-14 Juned Siddique , Ofer Harel , Catherine M. Crespi

When training predictive models on data with missing entries, the most widely used and versatile approach is a pipeline technique where we first impute missing entries and then compute predictions. In this paper, we view prediction with…

Machine Learning · Computer Science 2025-02-25 Dimitris Bertsimas , Arthur Delarue , Jean Pauphilet

In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully…

Econometrics · Economics 2025-08-25 Degui Li , Yayi Yan , Qiwei Yao

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

Computational Engineering, Finance, and Science · Computer Science 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is…

Methodology · Statistics 2013-08-13 Max Grazier G'Sell , Shai S. Shen-Orr , Robert Tibshirani

Focusing on regression based analysis of extremes in a presence of systematically missing covariates, this work presents a data-driven spatio-temporal regression based clustering of threshold excesses. It is shown that in a presence of…

Methodology · Statistics 2021-04-02 Olga Kaiser , Dimitri Igdalov , Olivia Martius , Illia Horenko

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng