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When data are missing due to at most one cause from some time to next time, we can make sampling distribution inferences about the parameter of the data by modeling the missing-data mechanism correctly. Proverbially, in case its mechanism…

Methodology · Statistics 2014-07-21 Kosuke Morikawa , Yutaka Kano

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Computational Finance · Quantitative Finance 2023-07-10 Baron Law

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

We propose tensor time series imputation when the missing pattern in the tensor data can be general, as long as any two data positions along a tensor fibre are both observed for enough time points. The method is based on a tensor time…

Statistics Theory · Mathematics 2024-09-17 Zetai Cen , Clifford Lam

The increased prevalence of observational data and the need to integrate information from multiple sources are critical challenges in contemporary data analysis. Record linkage is a widely used tool for combining datasets in the absence of…

Methodology · Statistics 2025-12-17 Martin Slawski

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…

Statistical Mechanics · Physics 2010-01-15 Z. Burda , A. Goerlich , A. Jarosz , J. Jurkiewicz

In this paper, we propose a novel model to analyze serially correlated two-dimensional functional data observed sparsely and irregularly on a domain which may not be a rectangle. Our approach employs a mixed effects model that specifies the…

Methodology · Statistics 2024-04-02 Shirun Shen , Huiya Zhou , Kejun He , Lan Zhou

This paper reviews recent advances in missing data research using graphical models to represent multivariate dependencies. We first examine the limitations of traditional frameworks from three different perspectives: \textit{transparency,…

Methodology · Statistics 2019-11-15 Karthika Mohan , Judea Pearl

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

Correlation matrices are widely used to analyze the interdependence of variables in various real-world scenarios. Often, a perturbation in a few variables leads to mild differences in many correlation coefficients associated with these…

Applications · Statistics 2023-03-07 Itamar Faran , Michael Peer , Shahar Arzy , Yuval Benjamini

We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…

Machine Learning · Statistics 2025-05-13 Samuel Erickson , Tobias Rydén

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable, meaning that either the rows, columns or both can be treated as features. To model…

Applications · Statistics 2010-11-10 Genevera I. Allen , Robert Tibshirani

Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…

Machine Learning · Computer Science 2021-06-18 Błażej Leporowski , Alexandros Iosifidis

We introduce a novel approach to estimation problems in settings with missing data. Our proposal -- the Correlation-Assisted Missing data (CAM) estimator -- works by exploiting the relationship between the observations with missing features…

Methodology · Statistics 2020-03-02 Timothy I. Cannings , Yingying Fan

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…

Methodology · Statistics 2018-11-27 S. Ghosh , P. Vellaisamy

Parallel coordinate plots (PCPs) are among the most useful techniques for the visualization and exploration of high-dimensional data spaces. They are especially useful for the representation of correlations among the dimensions, which…

Human-Computer Interaction · Computer Science 2016-09-20 Takayuki Itoh , Ashnil Kumar , Karsten Klein , Jinman Kim

The operating status of power systems is influenced by growing varieties of factors, resulting from the developing sizes and complexity of power systems; in this situation, the modelbased methods need be revisited. A data-driven method, as…

Methodology · Statistics 2016-07-07 Xinyi Xu , Xing He , Qian Ai , Robert C. Qiu

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

Methodology · Statistics 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta

Missing data can pose a challenge for machine learning (ML) modeling. To address this, current approaches are categorized into feature imputation and label prediction and are primarily focused on handling missing data to enhance ML…

Machine Learning · Computer Science 2023-09-19 Laixin Xie , Yang Ouyang , Longfei Chen , Ziming Wu , Quan Li