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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.

168,694 papers · 148 categories

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78157235313 · Jun 202019922001200920172026
48 results for Stochastic Imputation

New criteria improve imputation model selection using MOO.

problem Selecting the best imputation model using prediction accuracy metrics.
method Introduced three modified MOO criteria based on rank transformation, energy distance, and likelihood principle.
result Demonstrated how MOO is related to missing-at-random assumption and derived statistical and computational learning theories.

A new method for training deep Gaussian processes using stochastic imputation.

problem Efficiently training deep Gaussian processes with varying regimes or sharp changes.
method Stochastic imputation to transform DGPs into linked GPs for efficient training.
result The method produces fast and analytically tractable predictions from DGP emulators.

Random imputation is surprisingly effective for linear predictors in missing data scenarios.

problem The effectiveness of naive imputation in missing data scenarios for linear predictors.
method A unique random features model framework to study predictive performances.
result Naive imputation is negligible in bias for linear predictors under MCAR assumption.

Missing value imputation is a fundamental problem in spatiotemporal modeling, from motion tracking to the dynamics of physical systems. Deep autoregressive models suffer from error propagation which becomes catastrophic for imputing long-range sequences. In this paper, we take a non-autoregressive approach and propose …

2019-01-30abs ↗pdf ↗

New method reduces bias in incomplete data using deliberate missingness.

problem Systematic gradient biases in incomplete data for stochastic learning.
method Richardson-SGD debiasing procedure with deliberate missingness.
result Reduces gradient bias from O(p)O(\|p\|) to O(p2)O(\|p\|^2).

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 model predicts in-hospital mortality from EHR data, handling missing values with uncertainty.

problem Handling missing values in non-stationary, noisy EHR data for accurate mortality prediction.
method Uncertainty-Gated Stochastic Sequential Model using variational recurrent networks.
result The model outperforms state-of-the-art methods in predicting in-hospital mortality.

In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is synonymous with uncertainties not only over the distribution of missing values but also …

2019-05-22abs ↗pdf ↗

A new method uses deep Gaussian processes to handle missing values in irregularly sampled healthcare data.

problem Missing values and irregular sampling in healthcare data.
method Deep Gaussian process emulation with stochastic imputation.
result The method outperforms conventional imputation methods in clinical datasets.

Efficient SGPRN model for imputation and visualization of missing data.

problem Imputation and visualization of missing data in time-varying correlation.
method Stochastic collapsed variational inference with structured Gaussian process regression network.
result Our model provides better imputation results on missing data than state-of-the-art methods.

Proposes a method to fill in missing swaption volatility data using variational autoencoders.

problem Missing swaption volatility data due to market illiquidity.
method Variational autoencoders for learning latent volatility representations, Gibbs sampling for inference.
result Imputed missing volatilities are robust and close to SABR fits.

BayOTIDE tackles imputation of irregularly sampled multivariate time series with uncertainty quantification.

problem Imputation of irregularly sampled multivariate time series with missing values and noises.
method BayOTIDE treats multivariate time series as a combination of low-rank temporal factors with different patterns, using Gaussian Processes (GPs) as functional priors and converting them into state-space priors for scalable online inference.
result BayOTIDE can handle imputation over arbitrary time stamps and offers uncertainty quantification and interpretability.

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.

CSDI improves time series imputation by 40-65% over existing methods.

problem Imputing missing values in time series data.
method Conditional Score-based Diffusion models conditioned on observed data.
result CSDI improves by 40-65% over existing probabilistic imputation methods on popular metrics.

MTSCI uses diffusion models to impute multivariate time series data with consistency.

problem Imputation of missing values in multivariate time series data.
method MTSCI employs a contrastive complementary mask and mixup mechanism to ensure intra-consistency and inter-consistency.
result MTSCI achieves state-of-the-art performance on multivariate time series imputation tasks.

Study examines parallel computing strategies for faster imputation of missing data.

problem Time-consuming iterative imputation methods for large datasets.
method Variable-wise and model-wise distributed parallel computing strategies in missForest.
result Variable-wise distributed strategy introduces additional biases in imputation results.

Study compares imputation methods' effects on IML confidence intervals.

problem Missing data impacts IML interpretation and confidence intervals.
method Compared single vs multiple imputation methods on IML confidence intervals.
result Multiple imputation provides closer coverage to nominal than single imputation.

The paper compares theoretical and empirical performance of imputation methods for missing data.

problem Missing data in real-world datasets.
method Contrast of theoretical and empirical imputation methods for prediction.
result Mean-imputation is asymptotically optimal for prediction, while mode-imputation is sub-optimal.

Improved time series classification with imputed data using label-guided forest-based methods.

problem Missing data in time series data.
method Label-guided imputation using forest-based proximity measures.
result Imputation leads to higher classification accuracies, even with imputed values differing from true values.

Missing data imputation can help improve the performance of prediction models in situations where missing data hide useful information. This paper compares methods for imputing missing categorical data for supervised classification tasks. We experiment on two machine learning benchmark datasets with missing categorical…

2016-10-28abs ↗pdf ↗

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.

Paper introduces metrics to evaluate missing data imputation without ground truth.

problem Handling missing data in time series without ground truth.
method Introduces Wasserstein distance (WD) and Jensen-Shannon divergence (JSD) as metrics to evaluate imputation quality.
result WD and JSD are effective metrics for assessing missing data imputation quality.

This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping buckets through recursive semi-random hyperplane cuts, in which weighted averages are…

2019-11-15abs ↗pdf ↗

Paper proposes methods to handle missing data in online RL, improving efficiency and uncertainty capture.

problem Missing data in online RL poses challenges due to the need to impute and act at each time step.
method Proposes fully online imputation ensembles and multiple imputation pathways to balance uncertainty and efficiency.
result Preliminary evidence suggests multiple imputation pathways can be a useful framework for simple and efficient online missing data RL methods.

New online imputation method for mixed data improves accuracy and speed.

problem Missing value imputation in online settings for mixed data types.
method Online Gaussian copula model for imputation and change point detection.
result The model improves accuracy and speed, especially on large datasets.

LSSDM improves imputation of multivariate time series data.

problem Imputation of multivariate time series data without labels.
method LSSDM projects observed data into latent space, reconstructs missing values without labels, and uses a conditional diffusion model for precise imputation.
result LSSDM achieves superior imputation performance and uncertainty analysis.

RISA improves VFL by using imputed samples with low uncertainty.

problem Limited overlapping samples constrain VFL performance.
method Imputing non-overlapping samples and using evidence theory to select reliable imputed samples.
result Significant performance gains achieved, especially with limited overlapping samples.

Imputation with missing-indicators improves machine learning performance, especially for categorical attributes.

problem Missing values in datasets can be lost through imputation, potentially reducing model performance.
method Combines missing-indicator approach with imputation strategies on real datasets.
result Missing-indicators generally increase classification performance, especially for categorical attributes.

Imputation of missing data is a common application in various classification problems where the feature training matrix has missingness. A widely used solution to this imputation problem is based on the lazy learning technique, kk-nearest neighbor (kNN) approach. However, most of the previous work on missing data does…

2020-02-25abs ↗pdf ↗