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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3366721,0071,343 · Jun 202019922001200920172026
48 results for Missing Data Estimation

This paper compares imputation and direct parameter estimation methods for missing data in correlation matrix visualization.

problem Missing data challenges in estimating correlation coefficients for accurate visualization.
method Comparison of imputation and direct parameter estimation methods for handling missing data.
result Direct parameter estimation (DPER) outperforms imputation for accurate correlation matrix visualization.

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses parameter estimation for partially ranked data under a (possibly) non-ignorable missing…

2019-02-28abs ↗pdf ↗

Autoencoder neural network is implemented to estimate the missing data. Genetic algorithm is implemented for network optimization and estimating the missing data. Missing data is treated as Missing At Random mechanism by implementing maximum likelihood algorithm. The network performance is determined by calculating the…

2008-12-09abs ↗pdf ↗

A probabilistic query may not be estimable from observed data corrupted by missing values if the data are not missing at random (MAR). It is therefore of theoretical interest and practical importance to determine in principle whether a probabilistic query is estimable from missing data or not when the data are not MAR.…

2016-11-15abs ↗pdf ↗

New methods for estimating treatment effects with missing data.

problem Missing outcome data complicates estimating treatment effects.
method Proposed two de-biased machine learning estimators (mDR-learner and mEP-learner) to address under-representation.
result Oracle efficiency of the proposed estimators under reasonable conditions.

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion methods often assume a simple uniform missing mechanism. In this work, we study ma…

2018-12-19abs ↗pdf ↗

New methods for identifying and estimating missing data under complex mechanisms.

problem Missing data mechanisms dependent on missing values themselves.
method Developed a new MNAR model and proposed semiparametric estimation methods.
result Established sufficient conditions for identifying complete-data distribution and missingness mechanism.

The paper studies OPE with missing data, showing bias under nonignorable missingness and proposing a solution.

problem Estimating value of a target policy from logged data with missingness.
method Investigates OPE with monotone missingness, proposes an IPW value estimator, and conducts statistical inference.
result Value estimates remain unbiased under ignorable missingness but can be biased under nonignorable missingness.

The paper addresses estimating long-term treatment effects with monotone missing data.

problem Estimating long-term treatment effects with missing data, especially monotone missing.
method The paper introduces the sequential missingness assumption for identification and proposes three novel estimation methods: inverse probability weighting, sequential regression imputation, and SeqMSM. It also introduces a balancing-enhanced approach, BalanceNet, to improve estimation accuracy.
result The proposed methods, including BalanceNet, effectively estimate long-term treatment effects with monotone missing data.

Estimation under missing data shows computational and statistical limits for Gaussian data.

problem Estimation of population parameters in high-dimensional data with missing data.
method Analysis of computational and statistical limits for mean and covariance estimation, and linear regression.
result Statistical-computational gaps exist for mean and covariance estimation, but not for linear regression.

New method estimates Gaussian copulas with missing data using EM algorithm.

problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.

DPERC efficiently estimates covariance matrices for mixed data with missing values.

problem Estimating covariance matrices for datasets with missing values and mixed features.
method Direct Parameter Estimation for Randomly Missing Data with Categorical Features (DPERC).
result DPERC outperforms other methods in estimating covariance matrices for mixed data with missing values.

Paper addresses high-dimensional linear regression with missing data, proposing efficient and nearly unbiased estimators.

problem High-dimensional linear regression with blockwise missing covariates and partially observed responses.
method Proposes a computationally efficient estimator and nearly unbiased debiased estimators using blockwise imputation and estimating equations.
result Asymptotically valid confidence intervals and statistical tests constructed based on debiased estimators.

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine imputation techniques with estimators for unnormalized models including no…

2019-03-08abs ↗pdf ↗

Missing values challenge data analysis because many supervised and unsupervised learning methods cannot be applied directly to incomplete data. Matrix completion based on low-rank assumptions are very powerful solution for dealing with missing values. However, existing methods do not consider the case of informative mi…

2018-12-29abs ↗pdf ↗

The paper analyzes kk-means clustering for missing data, proving statistical guarantees under MCAR.

problem Statistical guarantees for kk-means clustering with missing data, especially under Missing Completely at Random (MCAR).
method Established n\sqrt{n}-excess risk bound and consistency of cluster centers under general missing mechanisms; derived n\sqrt{n}-convergence rate and asymptotic normality for MCAR.
result Achieving n\sqrt{n}-rate and converging to true cluster centers requires distinct true cluster centers in every dimension under MCAR.

Study compares traditional and machine learning methods for handling missing data in longitudinal studies.

problem Handling missing Not at Random (MNAR) and nonnormal data in longitudinal research.
method Monte Carlo simulations to assess six missing data techniques.
result FIML is most effective for MNAR data, while TSRE excels for MAR data.

MissBGM uses AI and Bayesian modeling for better missing data imputation.

problem Missing data imputation in data science, especially with uncertainty quantification.
method AI-powered Bayesian generative modeling with explicit modeling of missingness mechanisms.
result MissBGM provides principled posterior uncertainty over imputations and superior performance.

A new imputation method MissARF uses adversarial random forests for fast and accurate missing value imputation.

problem Handling missing values in biostatistical analyses.
method Adversarial Random Forests (ARF) for density estimation and data synthesis.
result MissARF performs comparably to state-of-the-art methods in imputation quality and runtime.

Kernel ridge regression imputation with consistent variance estimation for handling missing data.

problem Handling missing data in statistical analysis.
method Kernel ridge regression imputation combined with entropy method for variance estimation.
result Root-n consistency of the imputation estimator in a Sobolev space setting.

Machine learning portfolios perform well with simple imputation of missing data.

problem Handling missing values in machine learning portfolios constructed from cross-sectional return predictors.
method Simple imputation with cross-sectional means compared to rigorous expectation-maximization methods.
result Simple imputation performs well due to the structure of missing data.

Estimates missing data points in classifier inputs based on training data.

problem Estimating the proportion of unseen data points in classifier inputs.
method Characterizes the expected missing mass in terms of the sample and uses optimization to find nearly unbiased estimators with minimized MSE.
result Found estimators with MSE roughly 80% of the Good-Turing estimator's, improving over 93% of runs.

Paper tackles informative labels in semi-supervised learning, proposing debiasing methods.

problem Informative labels can bias semi-supervised learning models, especially when some classes are more likely to be labeled.
method Estimates missing-data mechanism and uses inverse propensity weighting to debias SSL algorithms.
result Proposed methods improve SSL performance, demonstrated on various datasets including medical ones.

TMLE improves causal effect estimation in missing data scenarios with various positivity violations.

problem Estimating causal effects in studies with missing data and positivity violations.
method Targeted Maximum Likelihood Estimation (TMLE) with various missing data methods.
result Complete cases with TMLE incorporating an outcome-missingness model exhibit lower bias and greater robustness against positivity violations.

Paper proposes a probabilistic method to handle missing data in decision trees.

problem Handling missing data in decision trees.
method At deployment time, use density estimators to compute expected predictions. At learning time, fine-tune tree parameters to minimize expected prediction loss.
result Effective compared to baselines in experiments.

New estimator for survival function with missing not at random censoring indicators.

problem Estimating survival function with missing not at random censoring indicators.
method Proposes a new estimator based on a conditional copula model for the missingness mechanism.
result Provides a new method for estimating conditional survival function with MNAR censoring indicators.

Estimates vaccine effectiveness and immune correlates in TND studies with missing data.

problem Confounding and missing data in TND studies of vaccine effectiveness and immune correlates.
method Targeted maximum likelihood estimation using a semiparametric logistic regression model.
result Valid causal inference of vaccine effectiveness and immune correlates in TND studies with missing exposure data.

A novel k-means method for MNAR data improves clustering accuracy.

problem Improving k-means clustering for data missing not at random.
method A magnitude-decaying MNAR scenario-based k-means method with size constraints.
result The method reduces bias in estimated cluster centers and improves clustering accuracy.

Study improves unbiased recommender learning by addressing missing-reward bias.

problem Data bias caused by missing-reward observations in recommender systems.
method Proposes a novel estimator using propensity scores to mitigate both position and reward bias.
result The proposed estimator outperforms other methods, even with increased reward observation bias.

Sparse regression such as the Lasso has achieved great success in handling high-dimensional data. However, one of the biggest practical problems is that high-dimensional data often contain large amounts of missing values. Convex Conditioned Lasso (CoCoLasso) has been proposed for dealing with high-dimensional data with…

2018-11-01abs ↗pdf ↗

Estimates disease prevalence using non-ignorable missing data in health surveys.

problem Estimating disease prevalence in non-representative samples with non-ignorable missing data.
method Connects auxiliary proxy variable framework to label shift setting, uses high-dimensional covariates without generative models.
result Fails to account for non-ignorable missingness can lead to significant misestimations.

A new imputation method estimates missing values by matching observed marginals from masked data.

problem Missing values in data undermine statistical and machine learning analysis.
method Estimates a distribution from masked observations using positive semi-definite kernel density estimation.
result The method yields both single and multiple imputations from the same fitted density, with statistical consistency and fast adaptive excess risk.

We present an automatic classification method for astronomical catalogs with missing data. We use Bayesian networks, a probabilistic graphical model, that allows us to perform inference to pre- dict missing values given observed data and dependency relationships between variables. To learn a Bayesian network from incom…

2013-10-29abs ↗pdf ↗

Trinary decision tree improves handling of missing data in machine learning.

problem Improving accuracy in decision tree algorithms when dealing with missing data.
method Introduces Trinary decision tree, which does not assume missing values contain information about the response.
result Trinary decision tree outperforms other algorithms in Missing Completely at Random settings, especially when data is only missing out-of-sample.