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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.

168,657 papers · 148 categories

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3775112149 · May 202619922001200920172026
48 results for missing covariates

Method tackles missing covariates in large-scale datasets.

problem Cross-population missing data problem in large-scale datasets.
method Augmented transfer regression learning method combining importance-weighted estimating equations and imputation terms.
result Estimator is n1/2n^{1/2}-consistent and asymptotically normal, attaining semiparametric efficiency bound under correct specification.

Paper proposes a method to classify EEG signals with missing data.

problem Handling missing data in electroencephalogram (EEG) signals for classification.
method Uses an expectation-maximization algorithm with observed-data likelihood to compute covariance matrices, compares to imputed data and Riemannian averages.
result The proposed method generally performs better than existing methods on real EEG data.

Proposes a method to learn conditional VAEs from datasets with missing covariates.

problem Learning conditional VAEs from datasets with missing covariates.
method Augments conditional VAEs with a prior distribution for missing covariates and estimates their posterior using amortised variational inference.
result The proposed method outperforms previous methods in learning conditional VAEs from non-temporal, temporal, and longitudinal datasets.

Robust Lasso-Zero handles missing covariates and sparse corruptions.

problem Sparse corruptions and missing covariates in sparse linear models.
method Extension of Lasso-Zero to handle sparse corruptions, with theoretical guarantees on sign recovery.
result Robust Lasso-Zero can handle missing values without specifying a parametric model.

DRUM transfers cardiac arrest models across registries with missing covariates.

problem Clinical prediction models fail when key training covariates are unavailable at deployment.
method DRUM transfers models to target populations with structurally missing covariates, optimizing worst-case predictive performance over unknown target distributions.
result DRUM yields better-calibrated predictions and improved clinical classification performance across sites.

Study examines how imputation accuracy affects prediction accuracy in regression problems with missing covariates.

problem Missing covariates in regression or classification problems.
method Simulation and empirical analysis using UCI datasets and statistical inference.
result Imputation accuracy impacts prediction accuracy, especially with Machine Learning methods.

This paper addresses missing covariates in stochastic linear bandits, providing a high-probability regret bound.

problem Effect of missing covariates on regret in stochastic linear bandit algorithms.
method Proposes an algorithm that provides a high-probability upper bound on regret in terms of covariate sampling probabilities.
result Regret degrades due to missingness by at most ζmin2ζ_{min}^2, where ζminζ_{min} is the minimum probability of observing covariates.

Study tackles variable selection with missing covariates and outcomes using machine learning and imputation.

problem Missing data in both covariates and outcomes complicates variable selection in health studies.
method Exploits machine learning flexibility and bootstrap imputation for variable selection, comparing multiple methods.
result XGBoost and BART perform best in variable selection with bootstrap imputation, achieving high F1F_1 scores and low Type I errors.

New estimator handles covariate shift with closed-form solution and super-efficiency.

problem Handling covariate shift in missing data and causal inference problems.
method Minimum Wasserstein distance estimation framework.
result Closed-form expression and super-efficiency relative to semiparametric efficient estimator.

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.

We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as if the covariates were fully observed. Recent literature on this subject propose…

2020-01-24abs ↗pdf ↗

Study shows how AI model can improve decision-making with missing data.

problem Sequential decision-making with missing covariates.
method Introduced model elasticity to quantify imputation discrepancy; used statistical learning and regression for calibration.
result Calibrating pre-trained models can significantly reduce regret in decision-making.

Multi-task learning is a type of transfer learning that trains multiple tasks simultaneously and leverages the shared information between related tasks to improve the generalization performance. However, missing features in the input matrix is a much more difficult problem which needs to be carefully addressed. Removin…

2018-07-06abs ↗pdf ↗

Confounding bias, missing data, and selection bias are three common obstacles to valid causal inference in the data sciences. Covariate adjustment is the most pervasive technique for recovering casual effects from confounding bias. In this paper, we introduce a covariate adjustment formulation for controlling confoundi…

2019-07-02abs ↗pdf ↗

Study high-dimensional logistic regression with missing data, providing exact error characterizations.

problem High-dimensional logistic regression with missing or corrupted covariates.
method Exact characterizations of prediction and estimation errors under independence and moment conditions.
result Characterizations are universal and hold for various imputation strategies.

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.

Paper develops methods for PCA inference with missing data and heteroskedastic noise.

problem Constructing confidence regions for PCA in high dimensions with missing data and heteroskedastic noise.
method Proposes HeteroPCA and develops non-asymptotic distributional guarantees for valid inference.
result Valid inference on principal subspace and spiked covariance matrix with missing data.

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 ↗

Kernel ridge regression for causal inference with missing data.

problem Estimating treatment effects with missing data in selected samples.
method Kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects.
result Uniform consistency and finite sample rates for continuous treatment, root-n consistency for discrete treatment.

Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially observed multiway data. The methods developed here are useful for missing data impu…

2012-09-12abs ↗pdf ↗

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.

PLS-SVD struggles with missing data in multimodal datasets, showing a phase transition in performance.

problem Missing data in PLS-SVD for multimodal datasets.
method Replica-symmetric analysis of spiked rectangular random matrices with missing entries.
result PLS-SVD performance transitions from uninformative to informative singular vectors at a critical signal-to-noise threshold.

Bayes predictor remains robust to ignorable missingness shifts.

problem Challenges in prediction with missing covariates and shifts in missingness reasons.
method Bayesian approach and different prediction methods.
result Bayes predictor remains unchanged by ignorable shifts, but robust prediction requires disregarding missingness for non-ignorable shifts.

Missing values frequently arise in modern biomedical studies due to various reasons, including missing tests or complex profiling technologies for different omics measurements. Missing values can complicate the application of clustering algorithms, whose goals are to group points based on some similarity criterion. A c…

2019-02-26abs ↗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.

When training a machine learning model with observational data, it is often encountered that some values are systemically missing. Learning from the incomplete data in which the missingness depends on some covariates may lead to biased estimation of parameters and even harm the fairness of decision outcome. This paper …

2018-12-21abs ↗pdf ↗

Proposes a robust method for predicting missing outcomes in covariate shift adaptation.

problem Predicting missing outcomes in test data with covariate shift.
method Doubly robust estimator for covariate shift adaptation via importance weighting, incorporating an additional estimator for the regression function.
result Shows robustness against density-ratio estimation errors, maintaining consistency if either estimator is consistent.

Two-stage TMLE reduces bias and improves efficiency in CRTs.

problem Differential outcome measurement and imbalance in baseline predictors in CRTs.
method Two-stage targeted minimum loss-based estimator (TMLE) to adjust for baseline covariates.
result Our approach nearly eliminates bias due to differential outcome measurement.

Adapts conformal prediction for missing data, ensuring valid coverage.

problem Uncertainty quantification with missing covariates.
method Proposes a reweighted conformal prediction procedure for handling missing values.
result Guaranteed Marginal Coverage and Mask-Conditional Validity for general missing data mechanisms.

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically slowly. The key general properties of the covariance matrices are the following…

2009-03-09abs ↗pdf ↗