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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

Missing values in datasets are a well-known problem and there are quite a lot of R packages offering imputation functions. But while imputation in general is well covered within R, it is hard to find functions for imputation of univariate…

Applications · Statistics 2015-10-15 Steffen Moritz , Alexis Sardá , Thomas Bartz-Beielstein , Martin Zaefferer , Jörg Stork

Synthetic time series generated by diffusion models enable sharing privacy-sensitive datasets, such as patients' functional MRI records. Key criteria for synthetic data include high data utility and traceability to verify the data source.…

Cryptography and Security · Computer Science 2025-10-23 Zhi Wen Soi , Chaoyi Zhu , Fouad Abiad , Aditya Shankar , Jeroen M. Galjaard , Huijuan Wang , Lydia Y. Chen

Data collected in clinical trials are often composed of multiple types of variables. For example, laboratory measurements and vital signs are longitudinal data of continuous or categorical variables, adverse events may be recurrent events,…

Methodology · Statistics 2023-01-12 Tuo Wang , Rachel Zilinskas , Ying Li , Yongming Qu

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu

Sampled network data are widely used in empirical research because collecting complete network information is costly. However, empirical analyses based on sampled networks may lead to biased estimators. We propose a nonparametric imputation…

Econometrics · Economics 2026-05-12 Ge Sun , Weisheng Zhang

Precipitation data collected at sub-hourly resolution represents specific challenges for missing data recovery by being largely stochastic in nature and highly unbalanced in the duration of rain vs non-rain. Here we present a two-step…

Real-world time series data often exhibits substantial missing values, posing challenges for advanced analysis. A common approach to addressing this issue is imputation, where the primary challenge lies in determining the appropriate values…

Machine Learning · Computer Science 2025-12-02 Ying Liu , Peng Cui , Wenbo Hu , Richang Hong

We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…

Machine Learning · Statistics 2018-05-29 Rui Gao , Liyan Xie , Yao Xie , Huan Xu

Spatiotemporal data imputation plays a crucial role in various fields such as traffic flow monitoring, air quality assessment, and climate prediction. However, spatiotemporal data collected by sensors often suffer from temporal…

Machine Learning · Computer Science 2024-12-18 Zijin Liu , Xiang Zhao , You Song

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

Time series imputation is critical for many real-world applications and has been widely studied. However, existing models often require specialized designs tailored to specific missing patterns, variables, or domains which limits their…

Machine Learning · Computer Science 2024-10-03 Jinguo Cheng , Chunwei Yang , Wanlin Cai , Yuxuan Liang , Qingsong Wen , Yuankai Wu

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

Statistics Theory · Mathematics 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

This study investigates the impact of masking strategies on time series imputation models in healthcare settings. While current approaches predominantly rely on random masking for model evaluation, this practice fails to capture the…

Machine Learning · Computer Science 2025-02-05 Linglong Qian , Yiyuan Yang , Wenjie Du , Jun Wang , Richard Dobsoni , Zina Ibrahim

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

Statistics Theory · Mathematics 2024-07-09 Fumiya Akashi , Konstantinos Fokianos , Junichi Hirukawa

We propose an algorithm to impute and forecast a time series by transforming the observed time series into a matrix, utilizing matrix estimation to recover missing values and de-noise observed entries, and performing linear regression to…

Machine Learning · Computer Science 2019-04-29 Anish Agarwal , Muhammad Jehangir Amjad , Devavrat Shah , Dennis Shen

Missing data in time series is a pervasive problem that puts obstacles in the way of advanced analysis. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes…

Machine Learning · Computer Science 2023-07-06 Wenjie Du , David Cote , Yan Liu

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to…

Machine Learning · Statistics 2020-06-11 Masatoshi Uehara , Takeru Matsuda , Jae Kwang Kim

The proliferation of large data sets and Bayesian inference techniques motivates demand for better data sparsification. Coresets provide a principled way of summarizing a large dataset via a smaller one that is guaranteed to match the…

Machine Learning · Statistics 2020-03-04 Sebastian Claici , Aude Genevay , Justin Solomon

Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns…

Machine Learning · Computer Science 2026-02-26 Joseph Arul Raj , Linglong Qian , Zina Ibrahim