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In this paper, we examine the computational complexity of sampling from a Bayesian posterior (or pseudo-posterior) using the Metropolis-adjusted Langevin algorithm (MALA). MALA first employs a discrete-time Langevin SDE to propose a new…

Statistics Theory · Mathematics 2024-05-10 Rong Tang , Yun Yang

Complex dynamic systems can be investigated by fitting mechanistic stochastic dynamic models to time series data. In this context, commonly used Monte Carlo inference procedures for model selection and parameter estimation quickly become…

Methodology · Statistics 2025-11-24 Jesse Wheeler , Aaron J. Abkemeier , Edward L. Ionides

Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by…

Machine Learning · Computer Science 2025-05-21 Jun Wang , Wenjie Du , Yiyuan Yang , Linglong Qian , Wei Cao , Keli Zhang , Wenjia Wang , Yuxuan Liang , Qingsong Wen

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

The use of flexible machine-learning (ML) models to generate imputations of missing data within the framework of Multiple Imputation (MI) has recently gained traction, particularly in observational settings. For randomised controlled trials…

Methodology · Statistics 2025-10-07 Mia S. Tackney , Jonathan W. Bartlett , Elizabeth Williamson , Kim May Lee

Understanding whether and how treatment effects vary across subgroups is crucial to inform clinical practice and recommendations. Accordingly, the assessment of heterogeneous treatment effects (HTE) based on pre-specified potential effect…

Methodology · Statistics 2023-12-04 Bryan S. Blette , Scott D. Halpern , Fan Li , Michael O. Harhay

The preconditioned Metropolis adjusted Langevin algorithm (MALA) is a widely used method in statistical applications, where the choice of the preconditioning matrix plays a critical role. Recently, Titsias \cite{Titsias2024} demonstrated…

Numerical Analysis · Mathematics 2025-03-13 Li-Li Wang , Guang-Hui Zheng

High-dimensional neuroimaging and spatiotemporal blocks often contain structured missingness from acquisition artifacts, preprocessing failures, and sensor dropout. Multiple imputation propagates uncertainty, but fully conditional…

Methodology · Statistics 2026-05-07 Hsin-Hsiung Huang , Stef van Buuren

Missing data are ubiquitous in real world applications and, if not adequately handled, may lead to the loss of information and biased findings in downstream analysis. Particularly, high-dimensional incomplete data with a moderate sample…

Machine Learning · Computer Science 2022-12-23 Zongyu Dai , Zhiqi Bu , Qi Long

Missing attribute values are quite common in the datasets available in the literature. Missing values are also possible because all attributes values may not be recorded and hence unavailable due to several practical reasons. For all these…

Information Retrieval · Computer Science 2016-05-04 Yelipe UshaRani , P. Sammulal

The problem of missing data, usually absent incurated and competition-standard datasets, is an unfortunate reality for most machine learning models used in industry applications. Recent work has focused on understanding the nature and the…

Machine Learning · Computer Science 2022-01-25 Spyridon Mouselinos , Kyriakos Polymenakos , Antonis Nikitakis , Konstantinos Kyriakopoulos

Often in real-world datasets, especially in high dimensional data, some feature values are missing. Since most data analysis and statistical methods do not handle gracefully missing values, the first step in the analysis requires the…

Machine Learning · Statistics 2016-12-08 Yehezkel S. Resheff , Daphna Weinshall

This paper introduces a novel iterative method for missing data imputation that sequentially reduces the mutual information between data and the corresponding missingness mask. Inspired by GAN-based approaches that train generators to…

Machine Learning · Statistics 2025-11-26 Jiahao Yu , Qizhen Ying , Leyang Wang , Ziyue Jiang , Song Liu

Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…

Methodology · Statistics 2025-12-12 Marie Chion , Arthur Leroy

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

Missing data imputation remains a fundamental challenge in modern data science, especially when uncertainty quantification is essential. In this work, we propose MissBGM, an AI-powered missing data imputation method via Bayesian generative…

Machine Learning · Statistics 2026-05-05 Qiao Liu

Multivariate time series(MTS) is a universal data type related to many practical applications. However, MTS suffers from missing data problems, which leads to degradation or even collapse of the downstream tasks, such as prediction and…

Machine Learning · Computer Science 2022-09-19 Kai Zhang , Qinmin Yang , Chao Li

When using ecological momentary assessment data (EMA), missing data is pervasive as participant attrition is a common issue. Thus, any EMA study must have a missing data plan. In this paper, we discuss missingness in time series analysis…

Methodology · Statistics 2025-02-18 Lindley R. Slipetz , Ami Falk , Teague R. Henry

Chronic diseases such as diabetes pose significant management challenges, particularly due to the risk of complications like hypoglycemia, which require timely detection and intervention. Continuous health monitoring through wearable…

Machine Learning · Computer Science 2026-01-08 Vaibhav Gupta , Florian Grensing , Beyza Cinar , Maria Maleshkova

In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case.…

Instrumentation and Methods for Astrophysics · Physics 2023-10-11 Nikolaos Karnesis , Michael L. Katz , Natalia Korsakova , Jonathan R. Gair , Nikolaos Stergioulas