Related papers: Naive imputation implicitly regularizes high-dimen…
We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…
Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…
Multiple imputation is a well-established general technique for analyzing data with missing values. A convenient way to implement multiple imputation is sequential regression multiple imputation (SRMI), also called chained equations…
In problems with large amounts of missing data one must model two distinct data generating processes: the outcome process which generates the response and the missing data mechanism which determines the data we observe. Under the…
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…
Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…
Use of prediction models is widely recommended by clinical guidelines, but usually requires complete information on all predictors that is not always available in daily practice. We describe two methods for real-time handling of missing…
Multiple imputation provides us with efficient estimators in model-based methods for handling missing data under the true model. It is also well-understood that design-based estimators are robust methods that do not require accurately…
Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…
Including a large number of predictors in the imputation model underlying a multiple imputation (MI) procedure is one of the most challenging tasks imputers face. A variety of high-dimensional MI techniques can help, but there has been…
Missing value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the…
Missing data are ubiquitous in real world applications and, if not adequately handled, may lead to the loss of information and biased findings in downstream analysis. Particularly, high-dimensional incomplete data with a moderate sample…
Imputation methods for dealing with incomplete data typically assume that the missingness mechanism is at random (MAR). These methods can also be applied to missing not at random (MNAR) situations, where the user specifies some adjustment…
There are a variety of settings where vague prior information may be available on the importance of predictors in high-dimensional regression settings. Examples include ordering on the variables offered by their empirical variances (which…
Missing data are ubiquitous in empirical databases, yet statistical analyses typically require complete data matrices. Multiple imputation offers a principled solution for filling these gaps. This study evaluates the performance of several…
Missing data frequently occurs in datasets across various domains, such as medicine, sports, and finance. In many cases, to enable proper and reliable analyses of such data, the missing values are often imputed, and it is necessary that the…
While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved prediction accuracy. However, it also inevitably introduces…
Imputation is a popular technique for handling missing data. We consider a nonparametric approach to imputation using the kernel ridge regression technique and propose consistent variance estimation. The proposed variance estimator is based…
Item non-response in surveys is usually handled by single imputation, whose main objective is to reduce the non-response bias. Imputation methods need to be adapted to the study variable. For instance, in business surveys, the interest…
Stochastic gradient descent (SGD) is a pillar of modern machine learning, serving as the go-to optimization algorithm for a diverse array of problems. While the empirical success of SGD is often attributed to its computational efficiency…