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The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…
There is a growing trend among statistical agencies to explore non-probability data sources for producing more timely and detailed statistics, while reducing costs and respondent burden. Coverage and measurement error are two issues that…
A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…
Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…
The history of the seemingly simple problem of straight line fitting in the presence of both $x$ and $y$ errors has been fraught with misadventure, with statistically ad hoc and poorly tested methods abounding in the literature. The problem…
Missing data is a common problem in medical research, and is commonly addressed using multiple imputation. Although traditional imputation methods allow for valid statistical inference when data are missing at random (MAR), their…
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…
Inference in semi-supervised (SS) settings has gained substantial attention in recent years due to increased relevance in modern big-data problems. In a typical SS setting, there is a much larger-sized unlabeled data, containing only…
Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…
Deep generative frameworks including GANs and normalizing flow models have proven successful at filling in missing values in partially observed data samples by effectively learning -- either explicitly or implicitly -- complex,…
Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…
We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…
Irregular multivariate time series with missing values present significant challenges for predictive modeling in domains such as healthcare. While deep learning approaches often focus on temporal interpolation or complex architectures to…
We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…
We consider a stationary linear $AR(p)$ model with zero mean. The autoregression parameters as well as the distribution function (d.f.) $G(x)$ of innovations are unknown. We consider two situations. In the first situation the observations…
It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…
In randomized experiments with noncompliance, tests may focus on compliers rather than on the overall sample. Rubin (1998) put forth such a method, and argued that testing for the complier average causal effect and averaging permutation…
The use of flexible machine-learning (ML) models to generate imputations of missing data within the framework of Multiple Imputation (MI) has recently gained traction, particularly in observational settings. For randomised controlled trials…
In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric in the sense that it does not assume a specific parametric…
Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust…