相关论文: Doubly robust nearest neighbors in factor models

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

How to learn a good predictor on data with missing values? Most efforts focus on first imputing as well as possible and second learning on the completed data to predict the outcome. Yet, this widespread practice has no theoretical…

Integrating probability and nonprobability survey samples is an important problem in modern survey sampling. Nonprobability samples often contain rich outcome information but may lack population representativeness, whereas probability…

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…

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

In the last couple of decades, there has been major advancements in the domain of missing data imputation. The techniques in the domain include amongst others: Expectation Maximization, Neural Networks with Evolutionary Algorithms or…

Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative…

This paper presents how to perform minimax optimal classification, regression, and density estimation based on fixed-$k$ nearest neighbor (NN) searches. We consider a distributed learning scenario, in which a massive dataset is split into…

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

In this work, we introduce a highly efficient algorithm to address the nonnegative matrix underapproximation (NMU) problem, i.e., nonnegative matrix factorization (NMF) with an additional underapproximation constraint. NMU results are…

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Nonnegative matrix factorization (NMF) has been widely used in machine learning and signal processing because of its non-subtractive, part-based property which enhances interpretability. It is often assumed that the latent dimensionality…

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

We present and study semi-parametric estimators for the mean of functional outcomes in situations where some of these outcomes are missing and covariate information is available on all units. Assuming that the missingness mechanism depends…