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This paper proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of data. Assuming that a strong factor…

Econometrics · Economics 2021-08-13 Jushan Bai , Serena Ng

Non-negative Matrix Factorization (NMF) is an intensively used technique for obtaining parts-based, lower dimensional and non-negative representation. Researchers in biology, medicine, pharmacy and other fields often prefer NMF over other…

Machine Learning · Computer Science 2025-02-04 Matej Mihelčić , Pauli Miettinen

Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a…

Machine Learning · Computer Science 2018-09-27 Ryota Suzuki , Shingo Takahashi , Murtuza Petladwala , Shigeru Kohmoto

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…

Statistics Theory · Mathematics 2016-08-16 Peter Hall , Hans-Georg Müller , Jane-Ling Wang

Monitoring of industrial processes is a critical capability in industry and in government to ensure reliability of production cycles, quick emergency response, and national security. Process monitoring allows users to gauge the progress of…

Machine Learning · Computer Science 2024-04-29 Erik Skau , Andrew Hollis , Stephan Eidenbenz , Kim Rasmussen , Boian Alexandrov

We consider the task of identifying and estimating a parameter of interest in settings where data is missing not at random (MNAR). In general, such parameters are not identified without strong assumptions on the missing data model. In this…

Methodology · Statistics 2024-02-29 Zixiao Wang , AmirEmad Ghassami , Ilya Shpitser

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

Existing tests for factorial designs in the nonparametric case are based on hypotheses formulated in terms of distribution functions. Typical null hypotheses, however, are formulated in terms of some parameters or effect measures,…

Methodology · Statistics 2016-10-28 Edgar Brunner , Frank Konietschke , Markus Pauly , Madan L. Puri

We present an approach to inform decisions about nonresponse follow-up sampling. The basic idea is (i) to create completed samples by imputing nonrespondents' data under various assumptions about the nonresponse mechanisms, (ii) take…

Methodology · Statistics 2022-09-16 Thais Paiva , Jerry Reiter

We study a finite-horizon dynamic pricing problem for event tickets with limited inventory and time-varying demand. The central practical difficulty is that the total demand function $L(t)$ is not observed directly and must be estimated…

General Economics · Economics 2026-04-16 Lev Razumovskiy , Nikolay Karenin , Mikhail Safro

Survey data typically have missing values due to unit and item nonresponse. Sometimes, survey organizations know the marginal distributions of certain categorical variables in the survey. As shown in previous work, survey organizations can…

Methodology · Statistics 2025-09-01 Kewei Xu , Jerome P. Reiter

We propose a novel approach to disentangle the generative factors of variation underlying a given set of observations. Our method builds upon the idea that the (unknown) low-dimensional manifold underlying the data space can be explicitly…

Machine Learning · Computer Science 2021-10-05 Marco Fumero , Luca Cosmo , Simone Melzi , Emanuele Rodolà

End-to-end research evaluation needs to separate out the bibliometric part of the chain from the econometric part. We first introduce the role of size-dependent and size-independent indicators in the bibliometric part of the evaluation…

Digital Libraries · Computer Science 2016-05-10 Gangan Prathap

At present, technological subsystems are usually hard-coded to produce a consumer product with a certain performance, and efficiency, which is defined either by the factory settings, or determined by the technologist's view on the mode,…

Optimization and Control · Mathematics 2015-10-15 Igor Lutsenko

Non-negative matrix factorization (NMF) is a recently developed technique for finding parts-based, linear representations of non-negative data. Although it has successfully been applied in several applications, it does not always result in…

Machine Learning · Computer Science 2007-05-23 Patrik O. Hoyer

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

Labour productivity distribution (dispersion) is studied both theoretically and empirically. Superstatistics is presented as a natural theoretical framework for productivity. The demand index $\kappa$ is proposed within this framework as a…

General Finance · Quantitative Finance 2009-01-13 Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Hiroshi Iyetomi , Wataru Souma

The so far most general identification result in the context of nonparametric transformation models is proven. The result is constructive in the sense that it provides an explicit expression of the transformation function.

Statistics Theory · Mathematics 2020-03-13 Nick Kloodt

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

The system identification problem is to estimate dynamical parameters from the output data, obtained by performing measurements on the output fields. We investigate system identification for quantum linear systems. Our main objectives are…

Quantum Physics · Physics 2017-12-25 Matthew Levitt , Mădălin Guţă , Theodore Kypraios
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