Related papers: ACT-Tensor: Tensor Completion Framework for Financ…
Tensor decomposition is a popular technique for tensor completion, However most of the existing methods are based on linear or shallow model, when the data tensor becomes large and the observation data is very small, it is prone to over…
In this paper, we propose a novel framework, the Sampling-guided Heterogeneous Graph Neural Network (SHT-GNN), to effectively tackle the challenge of missing data imputation in longitudinal studies. Unlike traditional methods, which often…
In financial field, a robust software system is of vital importance to ensure the smooth operation of financial transactions. However, many financial corporations still depend on operators to identify and eliminate the system failures when…
Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging…
There has been increased interest in missing sensor data imputation, which is ubiquitous in the field of structural health monitoring (SHM) due to discontinuous sensing caused by sensor malfunction. To address this fundamental issue, this…
The time series cluster kernel (TCK) provides a powerful tool for analysing multivariate time series subject to missing data. TCK is designed using an ensemble learning approach in which Bayesian mixture models form the base models. Because…
This paper develops a novel method to estimate a latent factor model for a large target panel with missing observations by optimally using the information from auxiliary panel data sets. We refer to our estimator as target-PCA. Transfer…
Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…
Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective…
Missing values in multivariate time series data can harm machine learning performance and introduce bias. These gaps arise from sensor malfunctions, blackouts, and human error and are typically addressed by data imputation. Previous work…
Tensor compilers play a key role in enabling high-performance implementations of deep learning workloads. These compilers rely on existing CPU and GPU code generation backends to generate device-specific code. Recently, many tensor…
Given a time-evolving tensor with missing entries, how can we effectively factorize it for precisely predicting the missing entries? Tensor factorization has been extensively utilized for analyzing various multi-dimensional real-world data.…
A new model-based procedure is developed for sparse clustering of functional data that aims to classify a sample of curves into homogeneous groups while jointly detecting the most informative portions of domain. The proposed method is…
Completing multidimensional tensor-structured data with missing entries is a fundamental task for many real-world applications involving incomplete or corrupted datasets. For data with spatial or temporal side information, low-rank…
Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…
Data increasingly take the form of a multi-way array, or tensor, in several biomedical domains. Such tensors are often incompletely observed. For example, we are motivated by longitudinal microbiome studies in which several timepoints are…
To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…
The challenge of missing data remains a significant obstacle across various scientific domains, necessitating the development of advanced imputation techniques that can effectively address complex missingness patterns. This study introduces…
Generation expansion planning (GEP) is a prominent example of capacity expansion problems in operations research. Being generally NP-hard, GEP optimization models can become intractable when nonconvex dynamics, time-coupling constraints,…
We study clustered multitask learning in a semiparametric setting where tasks share a latent cluster structure in their target parameters but exhibit heterogeneous, potentially infinite-dimensional nuisance components. Such heterogeneity…