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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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326495127 · Jun 202019922001200920172026
48 results for probabilistic imputation

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.

This paper proposes a probabilistic imputation method with uncertainty quantification.

problem Missing value imputation with uncertainty estimation for large datasets.
method Low Rank Gaussian Copula framework that augments PPCA with column-specific transformations.
result The method yields state-of-the-art imputation accuracy and well-calibrated uncertainty estimates.

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.

Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical data imputation methods in this domain. However, naive applications of deep learn…

2019-07-09abs ↗pdf ↗

We improve Gaussian copula models for imputing mixed data types with precise approximations.

problem Imputing missing values with mixed data types in surveys and medical applications.
method We use randomized quasi-Monte Carlo procedures for direct and arbitrarily precise approximations of model estimation and imputation.
result Our method yields lower errors for model parameters and imputed values compared to existing methods.

UnmaskingTrees improves tabular data imputation and generation using gradient-boosted decision trees.

problem Traditional methods outperform advanced deep learning techniques on tabular data imputation benchmarks.
method UnmaskingTrees employs gradient-boosted decision trees to incrementally unmask features for imputation and generation.
result UnmaskingTrees outperforms state-of-the-art methods on tabular imputation and generation benchmarks.

Framework for imputing missing heart data to simulate brain-heart interactions.

problem Lack of multi-modal patient data representing heart and brain processes.
method Probabilistic framework for joint cardiac data imputation and mechanistic model personalization.
result Accurate imputation of missing cardiac features in incomplete datasets.

This work combines recurrent models with diffusion for probabilistic time series forecasting.

problem Scalability and capturing high-dimensional distributions and cross-feature dependencies in time series forecasting.
method Combines recurrent neural networks' efficiency with diffusion models' probabilistic modeling, using stochastic interpolants and conditional generation.
result Offers scalable probabilistic time series forecasting methods.

HPPCA improves imputation of longitudinal data with missing values.

problem Handling incomplete, high-dimensional longitudinal data with nested sources of variation and temporal dependency.
method Hierarchical probabilistic principal component analysis (HPPCA) with a two-level latent factor model and Gaussian process.
result HPPCA outperforms standard PPCA and multivariate functional PCA in imputation accuracy, even under heavy missingness and model misspecification.

Paper presents a method for imputing and forecasting structural response from incomplete sensor data.

problem Missing sensor data in structural health monitoring (SHM).
method Incremental Bayesian tensor learning for spatiotemporal missing data reconstruction and forecasting.
result The proposed method achieves accurate and robust imputation and prediction even with high rates of missing data.

Missing values widely exist in many real-world datasets, which hinders the performing of advanced data analytics. Properly filling these missing values is crucial but challenging, especially when the missing rate is high. Many approaches have been proposed for missing value imputation (MVI), but they are mostly heurist…

2018-08-05abs ↗pdf ↗

We propose a single neural probabilistic model based on variational autoencoder that can be conditioned on an arbitrary subset of observed features and then sample the remaining features in "one shot". The features may be both real-valued and categorical. Training of the model is performed by stochastic variational Bay…

2018-06-06abs ↗pdf ↗

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.

The paper introduces a knowledge score for GPR predictions to assess their reliability.

problem Uncertainty in probabilistic predictions from Gaussian process regression models.
method A knowledge score quantifying the reduction of uncertainty in GPR predictions.
result The knowledge score improves prediction accuracy in various tasks.

We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance are assumed to be generated from a single latent vector. On the other hand, an ano…

2014-11-13abs ↗pdf ↗

JoLT uses LLMs to make probabilistic predictions on tabular data.

problem Making probabilistic predictions on tabular data efficiently and without preprocessing.
method JoLT leverages LLMs' in-context learning to define joint distributions over tabular data.
result JoLT outperforms other methods on tabular classification and regression tasks.

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.

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.

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.