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Related papers: Doubly robust nearest neighbors in factor models

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We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…

Statistics Theory · Mathematics 2026-03-18 Kabir Aladin Verchand , Ankit Pensia , Saminul Haque , Rohith Kuditipudi

This paper studies estimation of linear panel regression models with heterogeneous coefficients, when both the regressors and the residual contain a possibly common, latent, factor structure. Our theory is (nearly) efficient, because based…

Econometrics · Economics 2019-03-01 Marco Avarucci , Paolo Zaffaroni

Techniques such as clusterization, neural networks and decision making usually rely on algorithms that are not well suited to deal with missing values. However, real world data frequently contains such cases. The simplest solution is to…

Machine Learning · Computer Science 2016-08-16 Davi E. N. Frossard , Igor O. Nunes , Renato A. Krohling

When data is of an extraordinarily large size or physically stored in different locations, the distributed nearest neighbor (NN) classifier is an attractive tool for classification. We propose a novel distributed adaptive NN classifier for…

Machine Learning · Statistics 2023-06-06 Ruiqi Liu , Ganggang Xu , Zuofeng Shang

The weighted nearest neighbors (WNN) estimator has been popularly used as a flexible and easy-to-implement nonparametric tool for mean regression estimation. The bagging technique is an elegant way to form WNN estimators with weights…

Machine Learning · Statistics 2022-07-19 Emre Demirkaya , Yingying Fan , Lan Gao , Jinchi Lv , Patrick Vossler , Jingbo Wang

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…

Machine Learning · Computer Science 2023-06-07 Meijia Shao , Yuan Zhang

The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…

Methodology · Statistics 2020-11-24 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Nearest neighbor (NN) matching as a tool to align data sampled from different groups is both conceptually natural and practically well-used. In a landmark paper, Abadie and Imbens (2006) provided the first large-sample analysis of NN…

Statistics Theory · Mathematics 2021-12-28 Zhexiao Lin , Peng Ding , Fang Han

This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,…

Methodology · Statistics 2020-12-15 Katherine Evans , BaoLuo Sun , James Robins , Eric J. Tchetgen Tchetgen

Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…

Econometrics · Economics 2022-02-02 Ercument Cahan , Jushan Bai , Serena Ng

This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in most of the cases the quadratic loss function and its…

Statistics Theory · Mathematics 2017-07-25 Andreas Elsener , Sara van de Geer

Missing feature values are a significant hurdle for downstream machine-learning tasks such as classification. However, imputation methods for classification might be time-consuming for high-dimensional data, and offer few theoretical…

Machine Learning · Computer Science 2025-05-15 Rahul Bordoloi , Clémence Réda , Saptarshi Bej , Olaf Wolkenhauer

In this paper, we introduce a probabilistic model for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent…

Machine Learning · Computer Science 2022-06-22 Jun Lu , Xuanyu Ye

We investigate robust linear regression where data may be contaminated by an oblivious adversary, i.e., an adversary than may know the data distribution but is otherwise oblivious to the realizations of the data samples. This model has been…

Machine Learning · Computer Science 2022-02-07 Tom Norman , Nir Weinberger , Kfir Y. Levy

Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…

Machine Learning · Computer Science 2023-11-27 Lena Stempfle , Ashkan Panahi , Fredrik D. Johansson

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

Connectivity and controllability of a complex network are two important issues that guarantee a networked system to function. Robustness of connectivity and controllability guarantees the system to function properly and stably under various…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Chengpei Wu , Yang Lou , Ruizi Wu , Wenwen Liu , Junli Li

Constant (naive) imputation is still widely used in practice as this is a first easy-to-use technique to deal with missing data. Yet, this simple method could be expected to induce a large bias for prediction purposes, as the imputed input…

Statistics Theory · Mathematics 2024-02-07 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet