Related papers: Accounting for missing data when modelling block m…
Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…
Missing data is a common problem in finance and often requires methods to fill in the gaps, or in other words, imputation. In this work, we focused on the imputation of missing implied volatilities for FX options. Prior work has used…
Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…
In order to predict and fill in the gaps in categorical datasets, this research looked into the use of machine learning algorithms. The emphasis was on ensemble models constructed using the Error Correction Output Codes framework, including…
Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…
A baroclinic model for the atmospheric jet at middle-latitudes is used as stochastic generator of non-stationary time series of the total energy of the system. A linear time trend is imposed on the parameter $T_E$, descriptive of the forced…
The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…
Missing data are frequently encountered in high-dimensional problems, but they are usually difficult to deal with using standard algorithms, such as the expectation-maximization (EM) algorithm and its variants. To tackle this difficulty,…
Medical data sets are usually corrupted by noise and missing data. These missing patterns are commonly assumed to be completely random, but in medical scenarios, the reality is that these patterns occur in bursts due to sensors that are off…
The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…
Targeted Maximum Likelihood Estimation (TMLE) is increasingly used for doubly robust causal inference, but how missing data should be handled when using TMLE with data-adaptive approaches is unclear. Based on the Victorian Adolescent Health…
The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…
Missing values are largely inevitable in gene expression microarray studies. Data sets often have significant omissions due to individuals dropping out of experiments, errors in data collection, image corruptions, and so on. Missing data…
The ubiquity of missing data in urban intelligence systems, attributable to adverse environmental conditions and equipment failures, poses a significant challenge to the efficacy of downstream applications, notably in the realms of traffic…
Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…
Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…
Insurance products frequently cover significant claims arising from a variety of sources. To model losses from these products accurately, actuarial models must account for high-severity claims. A widely used strategy is to apply a mixture…
We investigate the data distribution valuation problem, which aims to quantify the values of data distributions from their samples. This is a recently proposed problem that is related to but different from classical data valuation and can…
Identification of charged particles in a multilayer detector by the energy loss technique may also be achieved by the use of a neural network. The performance of the network becomes worse when a large fraction of information is missing, for…
Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…