English
Related papers

Related papers: Estimation of Long-Range Dependent Models with Mis…

200 papers

Imputation is an attractive tool for dealing with the widespread issue of missing values. Consequently, studying and developing imputation methods has been an active field of research over the last decade. Faced with an imputation task and…

Methodology · Statistics 2025-07-16 Jeffrey Näf , Krystyna Grzesiak , Erwan Scornet

When fitting a generalized linear model -- such as a linear regression, a logistic regression, or a hierarchical linear model -- analysts often wonder how to handle missing values of the dependent variable Y. If missing values have been…

Methodology · Statistics 2017-03-27 Paul T. von Hippel

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

We propose a copula based method to handle missing values in multivariate data of mixed types in multilevel data sets. Building upon the extended rank likelihood of \cite{hoff2007extending} and the multinomial probit model, our model is a…

Methodology · Statistics 2017-02-28 Jiali Wang , Bronwyn Loong , Anton H. Westveld , Alan H. Welsh

In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is…

Methodology · Statistics 2013-08-13 Max Grazier G'Sell , Shai S. Shen-Orr , Robert Tibshirani

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

Missing data imputation is an important research topic in data mining. Large-scale Molecular descriptor data may contains missing values (MVs). However, some methods for downstream analyses, including some prediction tools, require a…

Computational Engineering, Finance, and Science · Computer Science 2013-12-13 Doreswamy , Chanabasayya . M. Vastrad

In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…

Methodology · Statistics 2016-10-13 Yongqiang Tang

Given the prevalence of missing data in modern statistical research, a broad range of methods is available for any given imputation task. How does one choose the `best' imputation method in a given application? The standard approach is to…

Applications · Statistics 2022-12-01 Jeffrey Näf , Meta-Lina Spohn , Loris Michel , Nicolai Meinshausen

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 is a ubiquitous problem. It is especially challenging in medical settings because many streams of measurements are collected at different - and often irregular - times. Accurate estimation of those missing measurements is…

Machine Learning · Computer Science 2017-11-27 Jinsung Yoon , William R. Zame , Mihaela van der Schaar

We present a robust framework to perform linear regression with missing entries in the features. By considering an elliptical data distribution, and specifically a multivariate normal model, we are able to conditionally formulate a…

Machine Learning · Computer Science 2022-11-10 Alireza Aghasi , MohammadJavad Feizollahi , Saeed Ghadimi

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…

Methodology · Statistics 2018-03-23 Maria Francesca Marino , Marco Alfo'

An increasing number of large-scale multi-modal research initiatives has been conducted in the typically developing population, as well as in psychiatric cohorts. Missing data is a common problem in such datasets due to the difficulty of…

Providing forecasts for ultra-long time series plays a vital role in various activities, such as investment decisions, industrial production arrangements, and farm management. This paper develops a novel distributed forecasting framework to…

Applications · Statistics 2024-04-23 Xiaoqian Wang , Yanfei Kang , Rob J Hyndman , Feng Li

Missingness is a common issue for neuroimaging data, and neglecting it in downstream statistical analysis can introduce bias and lead to misguided inferential conclusions. It is therefore crucial to conduct appropriate statistical methods…

Methodology · Statistics 2025-03-25 Tong Lu , Chixiang Chen , Hsin-Hsiung Huang , Peter Kochunov , Elliot Hong , Shuo Chen

With nonignorable missing data, likelihood-based inference should be based on the joint distribution of the study variables and their missingness indicators. These joint models cannot be estimated from the data alone, thus requiring the…

Statistics Theory · Mathematics 2017-01-06 Mauricio Sadinle , Jerome P. Reiter

Missing values pose a persistent challenge in modern data science. Consequently, there is an ever-growing number of publications introducing new imputation methods in various fields. While many studies compare imputation approaches, they…

Computation · Statistics 2025-11-10 Krystyna Grzesiak , Christophe Muller , Julie Josse , Jeffrey Näf

Generative models play an important role in missing data imputation in that they aim to learn the joint distribution of full data. However, applying advanced deep generative models (such as Diffusion models) to missing data imputation is…

Machine Learning · Computer Science 2025-05-27 Hengrui Zhang , Liancheng Fang , Qitian Wu , Philip S. Yu

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Machine Learning · Computer Science 2020-09-21 Mehak Gupta , Rahmatollah Beheshti