Related papers: Entrywise Inference for Missing Panel Data: A Simp…
Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…
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…
Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as…
A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…
Traditional panel-data causal inference frameworks, such as difference-in-differences and synthetic control methods, rely on pre-intervention data to estimate counterfactual means. However, such data may be unavailable in real-world…
We propose new inference tools for forward stepwise regression, least angle regression, and the lasso. Assuming a Gaussian model for the observation vector y, we first describe a general scheme to perform valid inference after any selection…
Spurious measurements frequently occur in surface data from technical components. Excluding or ignoring these spurious points may lead to incorrect surface characterization if these points inherit features of the surface. Therefore, data…
In this paper, we define an underlying data generating process that allows for different magnitudes of cross-sectional dependence, along with time series autocorrelation. This is achieved via high-dimensional moving average processes of…
Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…
Inference methods for computing confidence intervals in parametric settings usually rely on consistent estimators of the parameter of interest. However, it may be computationally and/or analytically burdensome to obtain such estimators in…
This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…
Diffusion models have recently emerged as powerful tools for missing data imputation by modeling the joint distribution of observed and unobserved variables. However, existing methods, typically based on stochastic denoising diffusion…
In this paper, the panel count data analysis for recurrent events is considered. Such analysis is useful for studying tumor or infection recurrences in both clinical trial and observational studies. A bivariate Gaussian Cox process model is…
Data imputation, the process of filling in missing feature elements for incomplete data sets, plays a crucial role in data-driven learning. A fundamental belief is that data imputation is helpful for learning performance, and it follows…
Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization…
We study a general factor analysis framework where the $n$-by-$p$ data matrix is assumed to follow a general exponential family distribution entry-wise. While this model framework has been proposed before, we here further relax its…
Regular medical records are useful for medical practitioners to analyze and monitor patient health status especially for those with chronic disease, but such records are usually incomplete due to unpunctuality and absence of patients. In…
We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…
We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our method is based on the assumption that the data are missing at…
We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…