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It is often said that the fundamental problem of causal inference is a missing data problem -- the comparison of responses to two hypothetical treatment assignments is made difficult because for every experimental unit only one potential…

Methodology · Statistics 2024-11-21 Razieh Nabi , Rohit Bhattacharya , Ilya Shpitser , James M. Robins

In this paper we recast the problem of missing values in the covariates of a regression model as a latent Gaussian Markov random field (GMRF) model in a fully Bayesian framework. Our proposed approach is based on the definition of the…

Computation · Statistics 2019-12-24 Virgilio Gómez-Rubio , Michela Cameletti , Marta Blangiardo

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

This paper proposes a general multiple imputation approach for analyzing large-scale data with missing values. An imputation model is derived from a joint distribution induced by a latent variable model, which can flexibly capture…

Methodology · Statistics 2025-09-26 Siliang Zhang , Yunxiao Chen , Jouni Kuha

Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel method for imputing missing data in time series. Unlike…

Methodology · Statistics 2025-08-15 Shuo-Chieh Huang , Tengyuan Liang , Ruey S. Tsay

We study the problem of imputing missing values in a dataset, which has important applications in many domains. The key to missing value imputation is to capture the data distribution with incomplete samples and impute the missing values…

Machine Learning · Computer Science 2023-06-26 He Zhao , Ke Sun , Amir Dezfouli , Edwin Bonilla

International comparisons of hierarchical time series data sets based on survey data, such as annual country-level estimates of school enrollment rates, can suffer from large amounts of missing data due to differing coverage of surveys…

Methodology · Statistics 2025-03-31 Daphne H. Liu , Adrian E. Raftery

Standard approaches for variable selection in linear models are not tailored to deal properly with high-dimensional and incomplete data. Currently, methods dedicated to high-dimensional data handle missing values by ad-hoc strategies, like…

Methodology · Statistics 2021-06-09 Avner Bar-Hen , Vincent Audigier

The interplay between missing data and model uncertainty -- two classic statistical problems -- leads to primary questions that we formally address from an objective Bayesian perspective. For the general regression problem, we discuss the…

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

Imputation methods play a critical role in enhancing the quality of practical time-series data, which often suffer from pervasive missing values. Recently, diffusion-based generative imputation methods have demonstrated remarkable success…

Machine Learning · Computer Science 2025-10-03 Zeqi Ye , Minshuo Chen

Missing data are ubiquitous in the era of big data and, if inadequately handled, are known to lead to biased findings and have deleterious impact on data-driven decision makings. To mitigate its impact, many missing value imputation methods…

Machine Learning · Computer Science 2021-10-26 Yiliang Zhang , Qi Long

We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…

Applications · Statistics 2013-02-20 Vincent Audigier , François Husson , Julie Josse

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Machine Learning · Statistics 2021-01-20 Yuxuan Zhao , Madeleine Udell

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Methodology · Statistics 2018-11-21 Yongqiang Tang

Missing values of varying patterns and rates in real-world tabular data pose a significant challenge in developing reliable data-driven models. The most commonly used statistical and machine learning methods for missing value imputation may…

Machine Learning · Computer Science 2025-03-26 Ibna Kowsar , Shourav B. Rabbani , Yina Hou , Manar D. Samad

Missing data is a common problem in time series data. Most methods for imputation ignore label information pertaining to the time series even if that information exists. In this paper, we provide a framework for missing data imputation in…

Missing data imputation, where a model is trained on observed data to estimate unobserved values, is a fundamental problem in machine learning. In this paper, we rigorously formulate imputation model learning as a mean-squared error risk…

Machine Learning · Statistics 2026-05-14 Luke Shannon , Song Liu , Katarzyna Reluga

This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…

Methodology · Statistics 2025-03-26 Yongxia Zhang , Jinwen Liang , Liwen Xu , Keming Yu , Maozai Tian

Predicting with missing inputs challenges even parametric models, as parameter estimation alone is insufficient for prediction on incomplete data. While several works study prediction in linear models, we focus on logistic models, where…

Machine Learning · Statistics 2026-02-03 Christophe Muller , Erwan Scornet , Julie Josse