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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.

168,982 papers · 148 categories

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157314471628 · Jun 202019922001200920172026
48 results for stochastic missing observations

Optimal algorithms for online convex optimization with missing sub-gradient observations.

problem Online convex optimization with noisy or missing sub-gradient observations.
method Adaptive algorithms using sub-gradient descent with minimax optimal regret guarantees.
result Achieves tight minimax optimal regret bounds with empirical property estimation.

Method infers dynamics from incomplete time series data.

problem Challenges in inferring stochastic dynamics from time series with missing data.
method Expectation Maximization (EM) algorithm that iterates between E-step and M-step.
result The EM algorithm effectively recovers missing data points and infers underlying network models from real neuronal activities.

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.

AugMask trains diffusion models on incomplete tabular data by augmenting missing values and applying denoising supervision.

problem Training diffusion models on incomplete tabular data with missing values.
method AugMask uses stochastic augmentation and denoising supervision to adapt diffusion models to incomplete data.
result AugMask enables diffusion-based tabular generators to outperform specialized missing-aware baselines across various datasets and missingness regimes.

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.

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).

JRFs improve semi-supervised learning by balancing generation and classification.

problem Mode missing and mode covering issues in GANs and VAEs, and conflict between good classification and generation.
method Joint-stochastic-approximation random fields (JRFs) for deep undirected generative models.
result JRFs achieve good classification and generation results in SSL.

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.

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 ↗

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.

A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.

problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.

A new tensor completion method handles missing data with missing not at random entries.

problem Handling missing data in tensors where the probability of observation depends on other entries.
method Estimate propensities using convex relaxation, then use higher-order SVD with inverse propensities weights.
result Finite-sample error bounds on the completed tensor are provided.

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.

Merlin improves robustness of MTSF models to missing data.

problem Suboptimal forecasting performance due to unfixed missing rates in MTSF models.
method Offline knowledge distillation and multi-view contrastive learning.
result Merlin enhances robustness of MTSF models while preserving accuracy.

Paper introduces a method to evaluate abstaining classifiers by considering missing predictions as counterfactuals.

problem Lack of a principled approach to evaluate and compare abstaining classifiers, especially when missing predictions are important.
method Develops a novel approach to treat abstentions as missing data, defining counterfactual scores and using causal inference methods to estimate them.
result Shows that under certain conditions, counterfactual scores can be identified and estimated efficiently, improving evaluation of abstaining classifiers.

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.

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 ↗

Develops multi-modal neural network models for improved prediction and uncertainty quantification.

problem Improving prediction accuracy and uncertainty quantification for multi-modal data.
method Multi-modal Bayesian neural network models with conjugate last-layer estimation using SVI.
result Improved prediction accuracy and uncertainty quantification compared to uni-modal models.

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 ↗

In data-mining applications, we are frequently faced with a large fraction of missing entries in the data matrix, which is problematic for most discriminant machine learning algorithms. A solution that we explore in this paper is the use of a generative model (a mixture of Gaussians) to compute the conditional expectat…

2012-09-04abs ↗pdf ↗

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 ↗

In this paper, we propose an online algorithm to compute matrix factorizations. Proposed algorithm updates the dictionary matrix and associated coefficients using a single observation at each time. The algorithm performs low-rank updates to dictionary matrix. We derive the algorithm by defining a simple objective funct…

2015-06-14abs ↗pdf ↗

A novel GAN approach for multiview learning with missing data.

problem Learning from multiview data with missing observations.
method Biconditional GAN with two generators and a discriminator for conditional generation of missing views.
result The discriminator achieves significant classification performance and generators learn missing views without external resources.

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.

Paper proposes efficient algorithm for recovering sparsity pattern from deterministic missing data.

problem Recovering sparsity pattern from datasets with deterministic missing structure.
method Proposes an efficient algorithm for missing value imputation using topological property of censorship filter.
result Consistently recovers the sparsity pattern with high probability in polynomial time and logarithmic sample complexity.

Study shows linear predictors fail with missing data, but simpler approximations and neural networks can work.

problem Building predictors with missing data when the target is a linear function of observed data.
method Analyzed the Gaussian case and proposed a linear function of multiway interactions. Studied a simple approximation and proved generalization bounds. Showed multilayer perceptrons with ReLU activation can be consistent.
result Simple approximations and neural networks can be effective in handling missing data, especially with sufficient data.

Missing data are ubiquitous in many domains including healthcare. When these data entries are not missing completely at random, the (conditional) independence relations in the observed data may be different from those in the complete data generated by the underlying causal process. Consequently, simply applying existin…

2018-07-11abs ↗pdf ↗

GRAPE uses graph representation to handle missing data in feature imputation and label prediction.

problem Handling missing data in machine learning tasks.
method GRAPE uses a bipartite graph where observations and features are nodes, and observed feature values are edges. It formulates feature imputation as edge-level prediction and label prediction as node-level prediction, solving these with Graph Neural Networks.
result GRAPE achieves 20% lower mean absolute error for imputation and 10% lower for label prediction compared to state-of-the-art methods.

A fast Gibbs sampler for Bayesian HMMs with missing data.

problem Complexity and slow mixing in EM and Gibbs samplers for HMMs with missing observations.
method Proposes a collapsed Gibbs sampler that integrates missing observations and latent states, achieving high accuracy, large ESS, and reduced computational complexity.
result The proposed sampler is faster and more efficient than existing methods, especially with many missing entries.