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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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2815638441,125 · Jun 202019922001200920172026
48 results for bursty missing data

Paper proposes a new method to handle missing data in medical records using sequential variational autoencoders.

problem Missing data in medical records due to sensor off-times and uneven data collection.
method Sequential variational autoencoders (VAEs) with a new methodology called Shi-VAE.
result Shi-VAE achieves the best performance in terms of both metrics compared to state-of-the-art methods.

Despite the robust structure of the Internet, it is still susceptible to disruptive routing updates that prevent network traffic from reaching its destination. Our research shows that BGP announcements that are associated with disruptive updates tend to occur in groups of relatively high frequency, followed by periods …

2019-05-14abs ↗pdf ↗

Paper proves EM algorithm convergence for mixtures of discrete and continuous parameters.

problem Nontrivial convergence analysis for EM algorithms with mixed-integer parameters.
method Introduces conditions for EM convergence in mixed-integer optimization.
result Proves convergence of EM-based sparse Bayesian learning algorithm.

Hybrid model improves geopolitical conflict forecasting.

problem Forecasting geopolitical events from sparse, bursty data.
method Sparse Temporal Fusion Transformer (TFT) + Variational Nearest Neighbor Gaussian Process (VNNGP).
result Consistently outperforms standalone TFT in long-range horizons.

Combustion reaction kinetics models are used for the description of a special class of bursty Financial Time Series. The small number of parameters they depend upon enable financial analysts to predict the time as well as the magnitude of the jump of the value of the portfolio. Several Financial Time Series are analyse…

2001-01-07abs ↗pdf ↗

We present a new, efficient method for automatically detecting severe conflicts `edit wars' in Wikipedia and evaluate this method on six different language WPs. We discuss how the number of edits, reverts, the length of discussions, the burstiness of edits and reverts deviate in such pages from those following the gene…

2011-07-19abs ↗pdf ↗

A common approach to analyze a covariate-sample count matrix, an element of which represents how many times a covariate appears in a sample, is to factorize it under the Poisson likelihood. We show its limitation in capturing the tendency for a covariate present in a sample to both repeat itself and excite related ones…

2016-04-25abs ↗pdf ↗

Robust Bayesian models are appealing alternatives to standard models, providing protection from data that contains outliers or other departures from the model assumptions. Historically, robust models were mostly developed on a case-by-case basis; examples include robust linear regression, robust mixture models, and bur…

2015-10-17abs ↗pdf ↗

Study on missing data mechanisms and simple imputation methods in fairness of machine learning algorithms.

problem Impact of missing data mechanisms and simple imputation methods on fairness of machine learning algorithms.
method Three popular datasets for classification fairness were used. Missing values were generated using three missing data mechanisms. Various missing data handling techniques (listwise deletion, mean imputation, mode imputation, multiple imputation) were applied to the datasets. Fairness was assessed using classification algorithms (random forests).
result Missing data mechanism does not significantly impact fairness; listwise deletion gives highest fairness on average.

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 ↗

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 ↗

New algorithms handle missing data to improve fairness in machine learning.

problem Missing values in data can lead to unfair outcomes in machine learning models.
method Developed scalable and adaptive algorithms to handle missing values while preserving predictive information.
result Our adaptive algorithms consistently achieve higher fairness and accuracy than standard impute-then-classify methods.

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.

DeepIFSAC uses attention mechanisms and contrastive learning to impute missing values in tabular data.

problem Missing values in tabular data, especially when high and not random.
method Row and column attention in a contrastive learning framework with CutMix data augmentation.
result Proposed method outperforms state-of-the-art methods for missing rates between 10% and 90% and various missing value types.

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.

The paper explores how missing data problems are related to causal inference.

problem Missing data in experiments makes causal inference difficult.
method The paper reinterprets missing data as a form of causal inference by considering counterfactual variables.
result Identification assumptions in missing data can be encoded using graphical models of counterfactual and observed variables.

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 ↗

ELMV uses ensemble learning to handle missing values in EHR data.

problem Significant missing values in EHR data cause bias and unreliable conclusions.
method ELMV constructs multiple subsets with lower missing rates and uses a support set for ensemble learning.
result ELMV outperforms conventional methods in critical feature identification and outcome prediction.

Robust variable selection for high-dimensional data with missing and measurement errors.

problem Missing data and measurement errors confound data distribution.
method Exponential loss function with inverse probability weighting and additive error models.
result The Atan punishment method improves robust variable selection.

Two methods use BART to model missing data in leaf photosynthetic trait data.

problem Handling missing data in multivariate outcomes with non-ignorable mechanisms.
method Bayesian Additive Regression Trees (BART) for joint modeling of data and missingness indicators.
result Both methods effectively recover various missingness mechanisms and outperform existing approaches.

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 ↗

Paper explores Bayes rule for Gaussian mixtures with missing data, outperforming supervised classifiers.

problem Improving classification accuracy in partially classified samples with missing data.
method Generative model framework with missing-data mechanism, Bayes rule allocation.
result Bayes rule classifier with missing-data mechanism outperforms fully supervised classifiers in various conditions.

Proposes methods to handle missing data in clustering models.

problem Missing data, especially MNAR, hinders model-based clustering.
method Developed a mixture model for different types of data, including MNAR, using Expectation Maximization algorithm.
result The proposed MNARz model simplifies inference and enables clustering with MNAR data.

Deep learning for missing data with flexible modelling.

problem Missing data with missingness dependent on the missing values.
method Deep latent variable models with a neural network for missingness pattern modeling, importance-weighted variational inference, and stochastic gradients.
result Explicitly modelling missingness improves inference on various data sets.

BlockEcho method improves imputation of block-wise missing data.

problem Block-wise missing data reduces interpolation capability and predictive power.
method Integrates Matrix Factorization (MF) within Generative Adversarial Networks (GAN) to retain long-distance inter-element relationships.
result Superior performance on public datasets across three domains, especially at higher missing rates.

Paper develops adaptive models for robust energy forecasting with missing data.

problem Operational models assume complete data; missing data can degrade forecast accuracy.
method Adaptive robust optimization and adversarial machine learning for missing data.
result Proposed models perform well even with short-term missing data and significantly outperform imputation with longer-term missing data.

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.