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相关论文: Time-series imputation using low-rank matrix compl…

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Time series data are ubiquitous in real-world applications. However, one of the most common problems is that the time series data could have missing values by the inherent nature of the data collection process. So imputing missing values…

机器学习 · 计算机科学 2022-09-23 Eunkyu Oh , Taehun Kim , Yunhu Ji , Sushil Khyalia

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

机器学习 · 统计学 2021-01-20 Yuxuan Zhao , Madeleine Udell

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…

信息论 · 计算机科学 2016-05-25 Mark A. Davenport , Justin Romberg

Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…

机器学习 · 统计学 2020-07-07 Katarzyna Woźnica , Przemysław Biecek

We improve the current best running time value to invert sparse matrices over finite fields, lowering it to an expected $O\big(n^{2.2131}\big)$ time for the current values of fast rectangular matrix multiplication. We achieve the same…

数据结构与算法 · 计算机科学 2022-12-13 Sílvia Casacuberta , Rasmus Kyng

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

机器学习 · 计算机科学 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

机器学习 · 统计学 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

Modern multi-modal and multi-site data frequently suffer from blockwise missingness, where subsets of features are missing for groups of individuals, creating complex patterns that challenge standard inference methods. Existing approaches…

统计方法学 · 统计学 2025-09-18 Sarah Zhao , Emmanuel Candès

We present two conjectures regarding the running time of computing symmetric factorizations for a Hankel matrix $\mathbf{H}$ and its inverse $\mathbf{H}^{-1}$ as $\mathbf{B}\mathbf{B}^*$ under fixed-point arithmetic. If solved, these would…

数值分析 · 数学 2023-07-04 Mehrdad Ghadiri

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

机器学习 · 计算机科学 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

This study investigates the impact of masking strategies on time series imputation models in healthcare settings. While current approaches predominantly rely on random masking for model evaluation, this practice fails to capture the…

机器学习 · 计算机科学 2025-02-05 Linglong Qian , Yiyuan Yang , Wenjie Du , Jun Wang , Richard Dobsoni , Zina Ibrahim

Low-rank matrix completion is the task of recovering unknown entries of a matrix by assuming that the true matrix admits a good low-rank approximation. Sometimes additional information about the variables is known, and incorporating this…

机器学习 · 计算机科学 2023-06-16 Benoît Loucheur , P. -A. Absil , Michel Journée

Many datasets suffer from missing values due to various reasons,which not only increases the processing difficulty of related tasks but also reduces the accuracy of classification. To address this problem, the mainstream approach is to use…

机器学习 · 计算机科学 2024-08-14 Cong Guo , Chun Liu , Wei Yang

Non-parametric representations of dynamical systems based on the image of a Hankel matrix of data are extensively used for data-driven control. However, if samples of data are missing, obtaining such representations becomes a difficult…

系统与控制 · 电气工程与系统科学 2024-07-09 Mohammad Alsalti , Ivan Markovsky , Victor G. Lopez , Matthias A. Müller

In this paper, a hierarchical Tucker low-rank (HTLR) matrix is proposed to approximate non-oscillatory kernel functions in linear complexity. The HTLR matrix is based on the hierarchical matrix, with the low-rank blocks replaced by Tucker…

数值分析 · 数学 2025-08-11 Yingzhou Li , Jingyu Liu

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

机器学习 · 计算机科学 2020-09-21 Mehak Gupta , Rahmatollah Beheshti

Non-random missing data is a ubiquitous yet undertreated flaw in multidimensional time series, fundamentally threatening the reliability of data-driven analysis and decision-making. Pure low-rank tensor completion, as a classical data…

机器学习 · 计算机科学 2025-12-12 Hao Shu , Jicheng Li , Yu Jin , Ling Zhou

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…

统计理论 · 数学 2023-01-04 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

A composite loss framework is proposed for low-rank modeling of data consisting of interesting and common values, such as excess zeros or missing values. The methodology is motivated by the generalized low-rank framework and the hurdle…

机器学习 · 统计学 2017-09-07 Christopher Dienes

With the transition to a smart grid, we are witnessing a significant growth in sensor deployments and smart metering infrastructure in the distribution system. However, information from these sensors and meters are typically unevenly…

系统与控制 · 电气工程与系统科学 2020-11-24 Shweta Dahale , Balasubramaniam Natarajan