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 multiple imputation



Imputation Uncertainty in Interpretable Machine Learning Methods

Golchian, Pegah, Wright, Marvin N.

arXiv.org Machine Learning

In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while ignoring additional imputation uncertainty and its influence on variance and confidence intervals. We therefore compare the effects of different imputation methods on the confidence interval coverage probabilities of the IML methods permutation feature importance, partial dependence plots and Shapley values. We show that single imputation leads to underestimation of variance and that, in most cases, only multiple imputation is close to nominal coverage.


Beyond Accuracy: An Empirical Study of Uncertainty Estimation in Imputation

Hossain, Zarin Tahia, Milani, Mostafa

arXiv.org Artificial Intelligence

Handling missing data is a central challenge in data-driven analysis. Modern imputation methods not only aim for accurate reconstruction but also differ in how they represent and quantify uncertainty. Yet, the reliability and calibration of these uncertainty estimates remain poorly understood. This paper presents a systematic empirical study of uncertainty in imputation, comparing representative methods from three major families: statistical (MICE, SoftImpute), distribution alignment (OT-Impute), and deep generative (GAIN, MIWAE, TabCSDI). Experiments span multiple datasets, missingness mechanisms (MCAR, MAR, MNAR), and missingness rates. Uncertainty is estimated through three complementary routes: multi-run variability, conditional sampling, and predictive-distribution modeling, and evaluated using calibration curves and the Expected Calibration Error (ECE). Results show that accuracy and calibration are often misaligned: models with high reconstruction accuracy do not necessarily yield reliable uncertainty. We analyze method-specific trade-offs among accuracy, calibration, and runtime, identify stable configurations, and offer guidelines for selecting uncertainty-aware imputers in data cleaning and downstream machine learning pipelines.


Missing Data Multiple Imputation for Tabular Q-Learning in Online RL

Chasalow, Kyla, Wu, Skyler, Murphy, Susan

arXiv.org Machine Learning

Missing data in online reinforcement learning (RL) poses challenges compared to missing data in standard tabular data or in offline policy learning. The need to impute and act at each time step means that imputation cannot be put off until enough data exist to produce stable imputation models. It also means future data collection and learning depend on previous imputations. This paper proposes fully online imputation ensembles. We find that maintaining multiple imputation pathways may help balance the need to capture uncertainty under missingness and the need for efficiency in online settings. We consider multiple approaches for incorporating these pathways into learning and action selection. Using a Grid World experiment with various types of missingness, we provide preliminary evidence that multiple imputation pathways may be a useful framework for constructing simple and efficient online missing data RL methods.



Missing value imputation with adversarial random forests -- MissARF

Golchian, Pegah, Kapar, Jan, Watson, David S., Wright, Marvin N.

arXiv.org Machine Learning

Handling missing values is a common challenge in biostatistical analyses, typically addressed by imputation methods. We propose a novel, fast, and easy-to-use imputation method called missing value imputation with adversarial random forests (MissARF), based on generative machine learning, that provides both single and multiple imputation. MissARF employs adversarial random forest (ARF) for density estimation and data synthesis. To impute a missing value of an observation, we condition on the non-missing values and sample from the estimated conditional distribution generated by ARF. Our experiments demonstrate that MissARF performs comparably to state-of-the-art single and multiple imputation methods in terms of imputation quality and fast runtime with no additional costs for multiple imputation.


MoCap-Impute: A Comprehensive Benchmark and Comparative Analysis of Imputation Methods for IMU-based Motion Capture Data

Bekhit, Mahmoud, Salah, Ahmad, Alrawahi, Ahmed Salim, Attia, Tarek, Ali, Ahmed, Eldesokey, Esraa, Fathalla, Ahmed

arXiv.org Artificial Intelligence

Motion capture (MoCap) data from wearable Inertial Measurement Units (IMUs) is vital for applications in sports science, but its utility is often compromised by missing data. Despite numerous imputation techniques, a systematic performance evaluation for IMU-derived MoCap time-series data is lacking. We address this gap by conducting a comprehensive comparative analysis of statistical, machine learning, and deep learning imputation methods. Our evaluation considers three distinct contexts: univariate time-series, multivariate across subjects, and multivariate across kinematic angles. To facilitate this benchmark, we introduce the first publicly available MoCap dataset designed specifically for imputation, featuring data from 53 karate practitioners. We simulate three controlled missingness mechanisms: missing completely at random (MCAR), block missingness, and a novel value-dependent pattern at signal transition points. Our experiments, conducted on 39 kinematic variables across all subjects, reveal that multivariate imputation frameworks consistently outperform univariate approaches, particularly for complex missingness. For instance, multivariate methods achieve up to a 50% mean absolute error reduction (MAE from 10.8 to 5.8) compared to univariate techniques for transition point missingness. Advanced models like Generative Adversarial Imputation Networks (GAIN) and Iterative Imputers demonstrate the highest accuracy in these challenging scenarios. This work provides a critical baseline for future research and offers practical recommendations for improving the integrity and robustness of Mo-Cap data analysis.


To impute or not to impute: How machine learning modelers treat missing data

Chen, Wanyi, Cummings, Mary

arXiv.org Artificial Intelligence

Missing data is prevalent in tabular machine learning (ML) models, and different missing data treatment methods can significantly affect ML model training results. However, little is known about how ML researchers and engineers choose missing data treatment methods and what factors affect their choices. To this end, we conducted a survey of 70 ML researchers and engineers. Our results revealed that most participants were not making informed decisions regarding missing data treatment, which could significantly affect the validity of the ML models trained by these researchers. We advocate for better education on missing data, more standardized missing data reporting, and better missing data analysis tools.


Bounds and Sensitivity Analysis of the Causal Effect Under Outcome-Independent MNAR Confounding

Peña, Jose M.

arXiv.org Machine Learning

We report assumption-free bounds for any contrast between the probabilities of the potential outcome under exposure and non-exposure when the confounders are missing not at random. We assume that the missingness mechanism is outcome-independent. We also report a sensitivity analysis method to complement our bounds.


BAMITA: Bayesian Multiple Imputation for Tensor Arrays

Jiang, Ziren, Li, Gen, Lock, Eric F.

arXiv.org Machine Learning

Data increasingly take the form of a multi-way array, or tensor, in several biomedical domains. Such tensors are often incompletely observed. For example, we are motivated by longitudinal microbiome studies in which several timepoints are missing for several subjects. There is a growing literature on missing data imputation for tensors. However, existing methods give a point estimate for missing values without capturing uncertainty. We propose a multiple imputation approach for tensors in a flexible Bayesian framework, that yields realistic simulated values for missing entries and can propagate uncertainty through subsequent analyses. Our model uses efficient and widely applicable conjugate priors for a CANDECOMP/PARAFAC (CP) factorization, with a separable residual covariance structure. This approach is shown to perform well with respect to both imputation accuracy and uncertainty calibration, for scenarios in which either single entries or entire fibers of the tensor are missing. For two microbiome applications, it is shown to accurately capture uncertainty in the full microbiome profile at missing timepoints and used to infer trends in species diversity for the population. Documented R code to perform our multiple imputation approach is available at https://github.com/lockEF/MultiwayImputation .