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Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Methodology · Statistics 2021-11-29 Yukun Liu , Yan Fan

In modern scientific applications, large volumes of covariate data are readily available, while outcome labels are costly, sparse, and often subject to distribution shift. This asymmetry has spurred interest in semi-supervised (SS)…

Statistics Theory · Mathematics 2026-05-12 Lorenzo Testa , Qi Xu , Jing Lei , Kathryn Roeder

Missing data occur frequently in empirical studies in health and social sciences, often compromising our ability to make accurate inferences. An outcome is said to be missing not at random (MNAR) if, conditional on the observed variables,…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Lan Liu , Wang Miao , Kathleen Wirth , James Robins , Eric Tchetgen Tchetgen

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…

Machine Learning · Statistics 2026-05-14 Luke Shannon , Song Liu , Katarzyna Reluga

Inverse propensity-score weighted (IPW) estimators are prevalent in causal inference for estimating average treatment effects in observational studies. Under unconfoundedness, given accurate propensity scores and $n$ samples, the size of…

Methodology · Statistics 2024-10-03 Alkis Kalavasis , Anay Mehrotra , Manolis Zampetakis

Missing data is a common problem in clinical data collection, which causes difficulty in the statistical analysis of such data. In this article, we consider the problem under a framework of a semiparametric partially linear model when…

Methodology · Statistics 2022-06-13 Zishu Zhan , Xiangjie Li , Jingxiao Zhang

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as…

Statistics Theory · Mathematics 2020-01-28 Kabir Aladin Chandrasekher , Ahmed El Alaoui , Andrea Montanari

Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…

Machine Learning · Computer Science 2023-08-15 SeungHyun Kim , Hyunsu Kim , EungGu Yun , Hwangrae Lee , Jaehun Lee , Juho Lee

Missing data is a ubiquitous challenge in data analysis, often leading to biased and inaccurate results. Traditional imputation methods usually assume that the missingness mechanism is missing-at-random (MAR), where the missingness is…

Methodology · Statistics 2026-03-30 Huiming Xie , Fei Xue , Xiao Wang

In modern large-scale observational studies, data collection constraints often result in partially labeled datasets, posing challenges for reliable causal inference, especially due to potential labeling bias and relatively small size of the…

Methodology · Statistics 2025-04-22 Yuqian Zhang , Abhishek Chakrabortty , Jelena Bradic

Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

Machine Learning · Statistics 2025-12-17 Jiarong Fan , Juhyun Park. Thi Phuong Thuy Vo , Nicolas Brunel

We present a robust framework to perform linear regression with missing entries in the features. By considering an elliptical data distribution, and specifically a multivariate normal model, we are able to conditionally formulate a…

Machine Learning · Computer Science 2022-11-10 Alireza Aghasi , MohammadJavad Feizollahi , Saeed Ghadimi

In the causal inference literature an estimator belonging to a class of semi-parametric estimators is called robust if it has desirable properties under the assumption that at least one of the working models is correctly specified. In this…

Statistics Theory · Mathematics 2018-06-26 Ingeborg Waernbaum , Laura Pazzagli

The inverse probability weighting (IPW) is broadly utilized to address missing data problems including causal inference but may suffer from large variances and biases due to propensity score model misspecification. To solve these problems,…

Methodology · Statistics 2020-08-05 Hiroto Katsumata

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

The standard quantile regression model assumes a linear relationship at the quantile of interest and that all variables are observed. We relax these assumptions by considering a partial linear model while allowing for missing linear…

Methodology · Statistics 2016-06-07 Ben Sherwood

Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…

Methodology · Statistics 2021-03-25 Linquan Ma , Lan Liu , Wei Yang

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be…

Methodology · Statistics 2017-10-16 Chiu-Hsieh Hsu , Mandi Yu