Related papers: Ignorable and non-ignorable missing data in hidden…
Missing data is a common problem in medical research, and is commonly addressed using multiple imputation. Although traditional imputation methods allow for valid statistical inference when data are missing at random (MAR), their…
The analysis of incomplete contingency tables is a practical and an interesting problem. In this paper, we provide characterizations for the various missing mechanisms of a variable in terms of response and non-response odds for two and…
The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an…
Longitudinal data are characterized by the dependence between observations coming from the same individual. In a regression perspective, such a dependence can be usefully ascribed to unobserved features (covariates) specific to each…
Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…
Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…
We introduce missingness-MDPs (miss-MDPs), a novel subclass of partially observable Markov decision processes (POMDPs) that incorporates the theory of missing data. A miss-MDP is a POMDP whose observation function is a missingness function,…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…
A common approach for handling missing values in data analysis pipelines is multiple imputation via software packages such as MICE (Van Buuren and Groothuis-Oudshoorn, 2011) and Amelia (Honaker et al., 2011). These packages typically assume…
Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…
Missing data problems arise in many applied research studies. They may jeopardize statistical inference of the model of interest, if the missing mechanism is nonignorable, that is, the missing mechanism depends on the missing values…
Although approaches for handling missing data from longitudinal studies are well-developed when the patterns of missingness are monotone, fewer methods are available for non-monotone missingness. Moreover, the conventional missing at random…
We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…
Data missing not at random (MNAR) is a major challenge in survey sampling. We propose an approach based on registry data to deal with non-ignorable missingness in health examination surveys. The approach relies on follow-up data available…
The analysis of randomized trials is often complicated by the occurrence of intercurrent events and missing values. Even though there are different strategies to address missing values it is still common to require missing values…
Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model with enough hidden states.We consider the problem of…
Data analysis usually suffers from the Missing Not At Random (MNAR) problem, where the cause of the value missing is not fully observed. Compared to the naive Missing Completely At Random (MCAR) problem, it is more in line with the…
In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly…
We demonstrate a simple strategy to cope with missing data in sequential inputs, addressing the task of multilabel classification of diagnoses given clinical time series. Collected from the pediatric intensive care unit (PICU) at Children's…