Multivariate Time Series Imputation

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Period ending 2026-09-21

2 new papers

A weekly snapshot of new work published in Multivariate Time Series Imputation.

Period ending 2026-09-14

1 new paper

A weekly snapshot of new work published in Multivariate Time Series Imputation.

26 papers

Latest in Multivariate Time Series Imputation

Sep 14, 2026cs.LG

Impute-EM: Native Mixed-State Diffusion Models for Heterogeneous Data Imputation

Missing values are ubiquitous in heterogeneous data mining, where numerical, categorical, and binary variables often coexist. Many imputation methods, especially diffusion-based ones, treat discrete variables through continuous surrogates such as one-hot relaxations rather than modeling them natively. This creates a mismatch between the model state space and the mixed discrete and continuous structure of the data. We propose Impute-EM, an Expectation Maximization style framework that alternates between imputing missing entries with the current model and refitting a diffusion backbone on completed data. We instantiate Impute-EM with native mixed-state diffusion backbones for heterogeneous data, combining Gaussian and masked categorical components without one-hot relaxations. In exact settings, we characterize the update and show that the observed mask-indexed marginals match the targets at the limit, while making explicit that the full data distribution is generally non-identifiable from incomplete observations alone. Empirically, Impute-EM delivers the best distributional fidelity on mixed-type tabular imputation, on which downstream modeling relies, with text imputation serving as a controlled validation of the native discrete backbone.
Sergei Kholkin, Kirill Sokolov, Dmitry Baranchuk +2
Sep 14, 2026stat.ML

Shapley Value Estimation for Multi-Site Data with Blockwise-Missing Features

Shapley value (SV)-based methods are the prevailing framework for feature attribution in machine learning, yet existing population-level Shapley estimators generally assume that observations used to evaluate the coalitional game are fully observed under a common feature space. This assumption is routinely violated in multi-site studies across biomedicine, social science, and environmental monitoring, where institutions record different features under different protocols, producing systematic blockwise missingness across sources. We first show that the standard remedy of imputing missing features before computing Shapley values introduces systematic, coalition-dependent bias into the resulting attributions. We then propose \textbf{FUSHAP} (\textbf{Fu}sion \textbf{Sh}apley \textbf{A}ttribution from \textbf{P}artially-observed data), a method that leverages partially-observed auxiliary sites to reduce the variance of a preliminary single-site Shapley estimate without imputation. A permutation-based screening step detects and excludes sites whose data distributions are incompatible with the target population. In synthetic experiments, FUSHAP achieves 33--8×8\times lower MSE than the single-site estimator and 22--3×3\times lower MSE than imputation baselines without incurring imputation-induced bias, and the screening procedure identifies misaligned sites with 82%82\% power at moderate misalignment and 100%100\% for strong misalignment. On multi-site air quality and multi-center clinical data, FUSHAP reduces MSE by approximately 33--7×7\times relative to the single-site estimator; in the clinical application, standard imputation can increase MSE above the single-site baseline.
Siqi Li, Wangxuan Fan, Yiming Li +2
Sep 10, 2026cs.LG

RDDMPI: Residual Denoising Diffusion Model for Probabilistic Multivariate Time Series Imputation

Multivariate time series imputation (MTSI) aims to recover missing values in temporal data composed of multiple interdependent variables. This problem is central to real-world applications such as healthcare monitoring, traffic networks, and energy systems. Recent diffusion-based approaches have shown strong potential for probabilistic imputation by learning to generate missing values through iterative denoising. However, most existing approaches perform diffusion directly in the original data space, requiring the denoising network to simultaneously capture global structure, temporal dynamics, and stochastic variability. This makes the generative task unnecessarily complex, especially when modern deterministic imputers can already provide accurate initial reconstructions. To address this limitation, we propose RDDMPI, a conditional residual diffusion framework that operates directly in residual space. Instead of modeling the full missing signal directly, we reformulate probabilistic imputation as a baseline-residual decomposition, where a pretrained model captures the dominant signal and a diffusion process models the residual uncertainty. To better exploit deterministic guidance, \model{} conditions the reverse denoising process on both the baseline-completed signal and its latent representation, while a reliability-aware conditioning mechanism adaptively controls the influence of baseline information during residual generation. This formulation simplifies the diffusion learning objective, enabling it to focus on structured correction terms rather than reconstructing the full signal. Experiments on multiple benchmark datasets demonstrate that RDDMPI consistently improves both reconstruction accuracy and uncertainty quantification.
Ramiro Valdes Jara, David Chapman, Adam Meyers
Sep 9, 2026cs.CV

How Much Velocity Does Off-Ball Space Value Need? A Broadcast-Viewport Benchmark

Velocity-aware pitch control is standard, but under a broadcast viewport half the players are off screen and on-screen velocities come from a drifting calibration. We ask at which layer of broadcast off-ball analysis velocity changes the answer. Inheriting our off-screen imputation protocol (three Metrica matches, 44 m viewport, block-bootstrap CIs), we score four velocity regimes -- none, viewport-legal observed, true-for-visible, true-for-all -- against a velocity-aware ground truth at three layers: imputation, the control surface, and team verdicts. Velocity is nearly useless for imputation (-0.2 pp against a 12--14 pp velocity-free surface MAE), first-order for the surface (-1.5 to -1.8 pp, 11--15% of that MAE), and ten times smaller for verdicts (-0.12 to -0.19 pp). The velocity that matters is the visible channel: perfect occluded-player velocity adds 2--6% of the visible gain, and no last-seen decay policy we tested exceeds that. Omitting velocity blurs the surface (per-frame |e| 2.2--2.6 pp) with small time-averaged bias (per cell <=0.4 pp), whereas imputation error is a structured bias against the defending team's deep zone (5--9 pp). At a fixed velocity window, a noise ladder of eleven jitter settings, including sigma_v-matched pairs, is ordered to first order by one velocity-noise axis sigma_v with break-even ~1 m/s; eleven SoccerNet-GSR clips from one match through our pipeline measure sigma_v=1.65 m/s yet recover 24--36% of the benefit: 43% of the variance is frame-common, which the surface tolerates, and the residual is heavy-tailed and clustered, which Gaussian controls matched on component RMS do not reproduce (+0.03 vs. +0.36). The share of velocity-free error that velocity removes grows with viewport width (7% at 36 m, 21% at 60 m): fix imputation on tight shots, velocity on wide ones. Code and logs are released.
Seongjin Choi
Aug 3, 2026cs.LG

GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation

Multivariate time series imputation is fundamental to downstream analysis, yet modeling inter-variable dependencies with incomplete observations remains challenging. Existing methods learn global dependencies across samples or dynamic local dependencies per sample. Global dependencies are stable but adapt poorly to sample variations and temporal non-stationarity, whereas local dependencies are adaptive yet unreliable when observations are insufficient, causing erroneous information propagation. To address these limitations, we propose GLAIM, a Global-Local Adaptive Inter-variable Dependency Modeling framework for multivariate time series imputation. GLAIM comprises two complementary components. The Stable Global Dependency Constructor derives robust global inter-variable dependencies from complementary temporal representations, providing a stable backbone less affected by sample-specific missingness and noise. The Sample-Conditioned Dependency Refiner adapts this backbone to each sample and time step using its temporal state and available observations, enabling reliable local refinement under incomplete observations. Extensive experiments on nine real-world datasets demonstrate that GLAIM achieves state-of-the-art performance under random and block missingness, remains robust to missing-rate shifts, and benefits from its complementary global and local components. Code is available at https://github.com/LuRenjias/GLAIM.
Mingyang Wang, Rongwen Li, Xiao Wang +1
Jul 31, 2026cs.LG

MBDiff: Multi-view Behavior-aware Diffusion Model for Probabilistic Utility Data Imputation

Utility data (e.g., electricity, water, and gas consumption), collected by ubiquitous sensors and embedded devices, often contains substantial missing values due to various factors such as device failures and data transmission issues. The data missingness can severely impact utility billing accuracy, hinder demand forecasting, and disrupt efficient utility supply management. As a result, utility data imputation has attracted much interest from both industry and academia. While many studies have attempted to address this issue, most of them rely on aggregated datasets for training, overlooking rich user behavior information, which could provide valuable insights for more accurate imputation. However, learning comprehensive user behavior from long-term, diverse, and incomplete utility data remains a significant challenge. Moreover, leveraging user behavior information to guide imputation is nontrivial due to the indirect nature of the correlations. To address these challenges, we propose MBDiff, a Multi-view Behavior-aware Diffusion Model for Probabilistic Utility Data Imputation. MBDiff incorporates two key technical components: (i) a multi-view User Behavior Extraction module that learns comprehensive user behavior from multiple perspectives, including global, local, and instance-level views; and (ii) a behavior-aware conditional diffusion model consisting of a reference selection module and a conditional attentional denoising network to impute utility data in a computationally efficient manner. We implement and evaluate MBDiff by collaborating with one of the largest municipal utility providers in Florida. Experimental results demonstrate our proposed MBDiff effectively outperforms state-of-the-art baselines, e.g., it improves 7.04% and 29.1% on the electricity and water usage datasets for block missingness imputation, respectively.
Rongchao Xu, Lin Jiang, Dahai Yu +2
Jul 26, 2026cs.LG

Impute On-Demand: Adaptive Correlated Time Series Imputation for Changing Environments

Internet of Things (IoT) applications generate vast amounts of Correlated Time Series (CTS) data that often contain missing values and require imputation. Existing methods emphasize accuracy but often lack adaptability to changing IoT environments: they are vulnerable to sensor failures, cannot selectively impute only incomplete sensors, and use static architectures that do not adapt to resource availability. To address these limitations, we propose AdaCTSi, an adaptive CTS imputer for changing environments. AdaCTSi combines a One-shot Temporal Convolutional Network with a Learned Time-Sensor Index Table to extract and decouple complex spatio-temporal features into sensor-wise embeddings, enabling adaptation to varying sensor subsets. Sparse Spatial Attention efficiently extracts dynamic spatial correlations, while Correlation-Weighted Sensor Selection selects informative sensors to provide sufficient spatial context. Experiments with twelve baseline methods, three adaptability scenarios, and five benchmark datasets covering traffic, air quality, and trajectory data show that AdaCTSi reduces MAE by an average of 33.1% relative to the strongest baseline on each dataset. A single trained model supports sensor-subset and resource-adaptive inference, and its modest memory footprint enables deployment on commodity computing devices, including MCUs.
Zhichen Lai, Huan Li, Dalin Zhang +3
Jul 25, 2026cs.LG

FILLER: Feature Imputation via Latent Location Exploration and Retrieval

In real-world machine learning applications, incomplete observations create a fundamental challenge. Researchers have come up with several ideas to address this crucial problem. However, current models still face challenges in balancing scalability and structural consistency. This study proposes a feature imputation method, called FILLER, that deliberately searches the two-dimensional latent space produced by a generative model and fills the missing values with appropriate entries. The generative model is trained on fully observed data to generate samples from the latent space, and FILLER uses this trained model to impute the values missing in the corrupted test samples. In this study, G-NeuroDAVIS serves the purpose of the generative model. This work also presents a mathematical proof on the convergence of the iterative search. Finally, FILLER has been evaluated on several image datasets under random and structured missingness patterns with varying levels of imputation complexities. In order to justify the efficacy of FILLER, it has been compared against existing state-of-the-art solution strategies in terms of RMSE, PSNR, and SSIM. In addition, Wilcoxon signed-rank test has been carried out to validate statistical significance. Moreover, downstream analyses (classification and clustering) have also established the quality of imputation in terms of standard metrics.
Santu Mondal, Chayan Maitra, Rajat K. De
Jul 18, 2026cs.AI

DS@GT ARC at eRisk 2026: Hybrid Multi-Agent LLM System with Structured Algorithmic Guidance for Conversational Depression Screening

We describe DS@GT's submission to the eRisk 2026 Task 1 challenge on conversational depression screening, in which systems interview LLM personas that simulate individuals with varying depression profiles and produce a Beck Depression Inventory II (BDI-II) score plus four key symptoms per persona, without directly asking sensitive mental health questions. Our pipeline evolved through three stages: a monolithic single-model prototype to start off, a baseline multi-agent architecture that separates conversational interviewing from BDI-II scoring under a coordinating orchestration layer, and a final hybrid configuration that replaces the paid GPT-5-nano interviewer with the open-source Gemma 27B. To offset the model's weaker reasoning and instruction-following, the hybrid adds three algorithmic components: a precomputed dialogue tree that standardizes interview openers and follow-ups, a reliability-weighted consensus aggregation inspired by the Weaver framework, and a cluster-based imputation step for unprobed symptoms. We submitted three fully automated runs across all 20 personas, with Run 1 from the paid baseline and Runs 2 and 3 from the hybrid. Hybrid Run 3 achieved an ADODL of 0.9063, ranking 3rd among all complete-submission runs and placing DS@GT 2nd among the 21 teams overall, while outperforming our paid baseline Run 1 (0.8841) at roughly one-quarter of the per-persona API cost. These results support our central hypothesis that with sufficient algorithmic supervision, a weaker open-source model can compete with a stronger proprietary model in the conversational interviewer role. Our source code is available at https://github.com/dsgt-arc/erisk-task1-2026.
Victor Gong, David Guecha
Jul 11, 2026cs.CV

SPORT: Structure-Aware Prototype Disentanglement for Incomplete Multi-View Clustering

Prototype-based Incomplete Multi-view Clustering has recently attracted increasing attention by exploiting prototypes as semantic anchors for missing-view imputation. However, existing approaches are still limited in three aspects. First, they typically focus on enforcing cross-view prototype consistency, while ignoring view-specific information embedded in prototypes, thus limiting multi-view expressiveness. Second, most methods rely on instance-level contrastive learning that only aligns paired samples across views, failing to preserve cluster-level relational structures. Third, missing-view imputation is usually performed using global prototypes alone, without considering local geometric neighborhood structures, leading to inaccurate recovery of missing representations. To address these limitations, we propose a novel framework termed Structure-aware PrOtotype disentanglement foR incomplete multi-view clusTering (SPORT), which explicitly disentangles shared and view-specific components of prototypes while preserving cluster-level relational structures. Specifically, we decouple prototypes into orthogonal shared and view-specific components, aligning only shared components to capture consensus semantics while de-correlating view-specific components to preserve complementary information. Meanwhile, a structure-aware contrastive learning mechanism is incorporated to explicitly model cluster-level relationships during cross-view representation learning. Furthermore, a hybrid imputation strategy integrates global prototype matching with local neighborhood matching, enabling joint exploitation of semantic prototypes and manifold structures for missing-view recovery. Extensive experiments on six benchmark datasets show that SPORT achieves superior performance over state-of-the-art methods under various missing rates.
Yaoyuan Guo, Zhibin Gu, Songhe Feng +2
Jul 9, 2026cs.HC

ImputeViz: A Visual Analytics Dashboard for Diagnosing Missing Data and Comparing Imputation Methods

Missing data is a persistent obstacle in scientific, social science, and public health research, often biasing analyses and placing accountability on analysts for how they handle missing values. We introduce ImputeViz, an integrated visual analytics dashboard that supports diagnosing missingness, configuring imputation models, and evaluating results. The system brings together widely used methods, including MICE, Random Forest, XGBoost, and kNN, within an interactive environment that makes missingness patterns explicit. To support geospatial reasoning, we introduce gKNN, a geographically informed kNN variant that blends socioeconomic and spatial distances and exposes donor contributions, enabling provenance-based visual accountability by showing which regions drive each estimate. Our primary contribution is a method-agnostic visual analytics environment that makes cross-method comparison a first-class visual task and integrates gKNN alongside standard methods. Coordinated views reveal missingness structure through heatmaps, co-missingness summaries, and distributional diagnostics that help analysts reason about missingness patterns (MCAR/MAR) and cases where missingness may be non-random (MNAR). Users can compare and tune models and interrogate results via distributional overlays, a Method Comparison Summary reporting MAE, RMSE, Delta RMSE, and runtime for each algorithm on the current target and mask, along with variable-level discrepancy views. Cached per-method results and locked axis scales reduce cognitive overhead from shifting ranges during method switching. These comparisons highlight where methods disagree, which variables are sensitive, and how imputation choices affect downstream summaries. Case studies demonstrate how ImputeViz helps analysts select effective strategies, surface sensitive variables, and assess model robustness.
Aitik Dandapat, Lalith Punepalle Raveendrareddy, Mithilesh Kumar Singh +1
Jul 8, 2026cs.LG

ALER-TI: Aligned Latent Embedding Retrieval for Time Series Imputation

Deep learning has significantly advanced time series imputation, yet most existing architectures primarily rely on localized temporal context within the corrupted input sequence. This reliance can be limiting in real-world scenarios, where time series often exhibit non-stationary dynamics, weak temporal correlations, and infrequent patterns that are difficult to reconstruct from nearby observations alone. In this paper, we propose ALER-TI, Aligned Latent Embedding Retrieval for Time Series Imputation, a retrieval-augmented framework that explicitly leverages historical patterns to supplement degraded local context for more reliable missing-value reconstruction. The core of ALER-TI is Latent Embedding Alignment (LEA), which mitigates the representation mismatch between corrupted queries and complete historical candidates. By applying post-hoc masking in the latent space, LEA aligns candidates with the query's missingness pattern while allowing historical embeddings to be pre-computed and cached for efficient retrieval. ALER-TI is model-agnostic and can be integrated with various imputation backbones through a lightweight adaptation module. Extensive experiments on six real-world datasets under different missing rates demonstrate that ALER-TI consistently improves strong baseline models and enhances robustness across diverse imputation settings.
Xuan-Thong Truong, Trung-Kien Le, Tung Kieu +2
Jul 8, 2026stat.ML

Distributionally Faithful Imputation via Positive Semi-Definite Kernel Density Estimation

Missing values undermine statistical inference and machine learning pipelines, yet most imputation methods rely on heuristics or restrictive parametric assumptions that ignore the joint data distribution. We recast imputation under missing completely at random (MCAR) as density estimation from masked observations: estimate a distribution whose observed marginals exactly match those in the data. Leveraging positive semi definite (PSD) kernel densities we obtain a convex empirical risk problem with closed form marginals, solvable by a Newton interior point method. The resulting PSD Impute model yields both single and multiple imputations from the same fitted density, enjoys statistical consistency with fast adaptive excess risk beating the curse of dimensionality for very regular probabilities. Preliminary experiments on one synthetic and eleven real world datasets already indicate competitive distributional accuracy compared with popular imputation baselines, suggesting strong practical promise.
Andrea Basteri, Carlo Ciliberto, Alessandro Rudi
Jul 8, 2026cs.LG

Imputation Meets Clustering: Exploiting Latent Subgroup Structure for Missing Data Recovery

Missing data is prevalent in practical applications, making effective imputation an essential preprocessing step for downstream analysis. Real-world datasets often exhibit complex latent structures composed of multiple subgroups with distinct distributions. However, existing methods often overlook such population heterogeneity. Without explicit structural guidance, these methods tend to produce generic estimates that blur subgroup boundaries and lack instance-level fidelity. While incorporating subgroup information offers a remedy, it faces a circular dependency: reliable subgroup identification requires complete data, while data completion is the imputation objective itself. To resolve this, we propose CAGI (Cluster-Aware Generative Imputation), a framework that reformulates clustering and imputation as a mutually reinforcing co-optimization process. CAGI employs a ``Partition-Guide-Restore'' strategy where dynamic cluster assignments act as local priors to condition a Generative Adversarial Network. An iterative feedback loop is established to progressively refine both cluster structures and imputed values toward faithful subgroup distributions. To ensure distributional stability, CAGI further employs a multi-level optimization objective combining instance-level reconstruction with distribution-level regularization. Extensive experiments on 14 benchmark datasets with 15 representative baselines demonstrate the superiority of CAGI. The source code is available at: https://github.com/supercocachii/CAGI
Chuyao Zhang, E Li, Taochen Chen +5
Jul 3, 2026stat.ML

Missing Data Imputation under Manifold Hypothesis

The manifold hypothesis posits that high-dimensional data are concentrated near a low-dimensional embedded manifold. Recent advances in mixture variational autoencoders (VAEs) provide a powerful tool for extracting such underlying structure in a faithful manner. The resulting geometric structure naturally introduces local and global relationships among variables, thereby providing a systematic way of imputing missing data. We propose a model-based imputation method that enables sampling from p(xmisxobs)p(\bm{x}_{\mathrm{mis}} \mid \bm{x}_{\mathrm{obs}}) via a sampling-importance-resampling (SIR) procedure, which can be further augmented with a joint diffusion model in the latent space. Our method imputes missing data while respecting the underlying geometry, achieves competitive performance compared to state-of-the-art procedures, quantifies uncertainty in the imputations, and is model-based, thereby enabling on-the-fly imputation without rerunning the entire procedure.
Zelong Bi, Amuchechukwu Ibenegbu, Sarat Moka
Jul 2, 2026cs.LG

Predicting Early Stages Of Alzheimer's Disease And Identifying Key Biomarkers Using Deep Artificial Neural Network And Ensemble Of Machine Learning Methodologies

Alzheimers disease (AD) is a brain disorder that develops slowly and mainly affects memory, thinking, language, and daily activities. It is one of the most common causes of dementia and creates many difficulties for patients as well as their families. In the early stage, the symptoms are often mild and may look like normal ageing. For this reason, many people are diagnosed late, when the disease has already progressed. At present, there is no complete cure for AD. Still, early detection can help doctors manage the condition better and take suitable steps at the right time. In this study, a machine learning model is proposed to detect the early stages of Alzheimers disease using clinical details, neuropsychological test scores, and neuroimaging-related measures. The data used in this work is collected from the Alzheimers Disease Neuroimaging Initiative (ADNI). As the dataset has missing values, iterative imputation is applied to fill them. The dataset also has class imbalance, which is handled using Borderline SVM-SMOTE. After that, feature selection is carried out using wrapper-based and embedded methods so that only important features are used for training. The selected features are divided into training and testing sets, and feature scaling is applied. A stacking ensemble model is developed using Logistic Regression, Extra Trees, Bagging KNN, and LightGBM as base classifiers. Along with this, an artificial neural network is also trained on the same dataset. The performance of these models is compared using precision, recall, F1-score, and AUC-ROC. This study aims to find the best classifier and also identify important biomarkers that may help in the early diagnosis of Alzheimers disease.
Debopriya Ghosh
Jun 23, 2026cs.LG

Are Tabular Foundation Models Robust to Realistic Query Distribution Shifts in Microbiome Data?

Tabular foundation models (TFMs) achieve strong performance on microbiome abundance data, yet their robustness under realistic distribution shift remains poorly characterized. We introduce a benchmark that evaluates the robustness of TFMs to biologically inspired perturbations across six gut microbiome datasets spanning four disease contexts. In this in-context learning setting, models receive unperturbed support sets as context and are evaluated on perturbed query samples. To isolate robustness beyond "shortcut" features, we preserve the most discriminative taxa and apply three controlled perturbation strategies: (i) removal of high-abundance (uninformative) taxa, (ii) sparsification via increased zero-inflation, and (iii) zero-imputation via spurious non-zero injections. Our results show that protecting discriminative features is insufficient to guarantee stability under support-query shift: across datasets, all perturbations degrade model performance, with zero-imputation consistently the most harmful, indicating that corrupting global feature structure can break generalization even when key taxa are retained. Sparsification disproportionately affects TFMs relative to a classical random forest baseline, suggesting greater sensitivity to zero-inflation-type shifts. The code is publicly available at: https://github.com/UMMISCO/metagenomics-fm/.
Giulia Perciballi, Ahmad Fall, Federica Granese +2
Jun 3, 2026cs.LG

Learning What Not to Impute: An Uncertainty-Aware Diffusion Framework for Meaningful Missingness

Missing value imputation is a fundamental task in machine learning, with most existing methods assuming that all missing entries correspond to unobserved regular values. In many real-world datasets, however, missingness may arise from two distinct sources: some entries are meaningfully missing (intrinsically absent and semantically valid), while others are missing due to the observation process and should be imputed. We formalize this distinction as a selective imputation problem, where the goal is to jointly infer which missing entries should be preserved and which should be recovered. To address this challenge, we propose Diff-Joint, a diffusion-based framework that jointly models tabular data together with a latent missingness mask. The method alternates between conditional sampling and uncertainty-aware aggregation to iteratively refine both imputed values and missingness labels. Empirical results on synthetic and real-world datasets demonstrate that Diff-Joint effectively identifies meaningfully missing entries while achieving competitive imputation accuracy and improved downstream task performance.
Lixing Zhang, Yidong Ouyang, Weifu Li +3
Jun 3, 2026stat.ML

HyFAD: Hybrid Time-Frequency Diffusion with Frequency-Aware Embedding for Time Series Imputation

Diffusion models have demonstrated strong performance in time series modeling due to their ability to progressively capture complex data distributions through iterative denoising. However, existing approaches struggle with frequency-sensitive denoising, high-frequency reconstruction and balancing global trends with local dynamics. To address these limitations, we propose \textbf{HyFAD}, a \textbf{Hy}brid time-frequency \textbf{D}iffusion model with \textbf{F}requency-\textbf{A}ware embedding for time series imputation. Built upon the DDPM paradigm, HyFAD adopts a coupled time-frequency diffusion framework, in which the reverse denoising proceeds sequentially from the time domain to the frequency domain, enabling coarse-to-fine generation. Specifically, the time-domain diffusion process captures low-frequency global trends, while the frequency-domain diffusion process refines high-frequency spectral components. We further introduce a frequency-aware step embedding that exploits the relationship between diffusion steps and spectral components, providing step-dependent spectral guidance and facilitates more accurate band-wise reconstruction. Extensive experiments on multiple benchmark datasets demonstrate that HyFAD achieves state-of-the-art performance. Our source code is available at https://github.com/hongfangao/HyFAD.
Hongfan Gao, Wangmeng Shen, Bin Yang +1
May 13, 2026stat.ML

LLMs as Implicit Imputers: Uncertainty Should Scale with Missing Information

Large language models (LLMs) are increasingly deployed in settings where the available context is incomplete or degraded. We argue that an LLM generating answers under incomplete context can be viewed as an implicit imputer, and evaluated against a criterion from the multiple imputation (MI) literature: uncertainty should scale with the amount of missing information. We assess this criterion on SQuAD, using a controlled framework in which context availability is varied across five levels. We evaluate two answer-level uncertainty measures that can be estimated from repeated sampling: sampling-based confidence (empirical mode frequency) and response entropy. Confidence fails to reflect increasing missingness: it remains high even as accuracy collapses. Entropy, by contrast, increases with context removal, consistent with the MI analogy, and explains substantially more variance in accuracy than confidence across all evidence levels (quadratic R2R^2 gap up to 0.057). We further introduce a black-box diagnostic ρR(α)ρ_R(α) that estimates the proportion of baseline uncertainty resolved by context level αα, requiring only repeated sampling with and without context. These results suggest that entropy is a more responsive black-box uncertainty measure than confidence under incomplete context.
Stef van Buuren
May 13, 2026cs.CV

PRA-PoE: Robust Multimodal Alzheimer's Diagnosis with Arbitrary Missing Modalities

Missing modalities are prevalent in real-world Alzheimer's disease (AD) assessment and pose a significant challenge to multimodal learning, particularly when the distribution of observed modality subsets differs between training and deployment. Such missingness pattern mismatch induces a conditional representation shift across modality subsets. Existing approaches that rely on implicit imputation or modality synthesis often fail to explicitly model modality availability and uncertainty, leading to overconfident dependence on synthesized features, reduced robustness, and miscalibrated uncertainty estimates. To address these limitations, we propose PRA-PoE, an incomplete multimodal learning framework that is equipped with Prototype-anchored Representation Alignment (PRA) and an Uncertainty-aware Product of Experts (UA-PoE) fusion mechanism. First, PRA uses learnable global prototypes and availability-conditioned tokens to encode modality availability, distinguish observed from missing modalities, re-synthesize features for missing modalities, and adaptively refine observed representations to align latent spaces across modality subsets, with the goal of reducing representation shift under varying missingness patterns. Second, UA-PoE models each modality as a Gaussian expert and performs closed-form Product of Experts fusion, where experts with higher uncertainty are automatically down-weighted via lower precision, improving uncertainty reliability. We evaluate PRA-PoE under a clinically realistic protocol by training with naturally missing data and testing on all non-empty modality combinations. PRA-PoE consistently outperforms the state-of-the-art across datasets, achieving a 5.4% relative improvement in average accuracy on ADNI and a 10.9% relative gain in average F1 on OASIS-3 over the strongest baseline across all non-empty modality subsets.
Guangqian Yang, Ye Du, Wenlong Hou +2
May 6, 2026stat.ME

PAIR-CI: Calibrated Conditional Independence Testing for Causal Discovery with Incomplete Data

The standard constraint-based paradigm for causal discovery with incomplete data -- impute first, test second -- is frequently miscalibrated: any consistent conditional independence (CI) test rejects a true null with probability approaching 1 when imputation error induces spurious conditional dependence. We introduce PAIR-CI, a nonparametric CI test that restores calibration by integrating multiple imputation directly into the inferential procedure via a paired permutation design. PAIR-CI compares cross-validated models that include and exclude the candidate variable while receiving the same imputed conditioning set, forcing imputation error to cancel in their loss difference rather than contaminate the test statistic. A provably consistent variance estimator jointly accounts for uncertainty arising from cross-validation and multiple imputation -- to our knowledge, the first formal unification of these two inferential frameworks. In simulations, existing imputation-based CI tests exhibit false positive rates of 28--45% when data are missing not at random (MNAR), whereas PAIR-CI averages below the nominal 5% level across data-generating processes and missingness mechanisms. These gains are largest in nonlinear settings and grow with causal graph size: when integrated into the PC algorithm, PAIR-CI reduces structural Hamming distance by 8% on 10-variable nonlinear graphs, 15% on 30-variable equivalents, and up to 44% on the 56-variable HAILFINDER network, with stable performance in all settings.
Thomas S. Robinson, Ranjit Lall
May 5, 2026stat.ML

Predicting missing values: A good idea?

Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses. These biases affect key parameters such as variance, prevalence, correlation, slope, and explained variance. The root cause is that imputed values optimized for MSE are averages, which reduce the natural variability in the data. This paper demonstrates that adding noise to imputed values can effectively eliminate these biases. The required noise level is proportional to the MSE. Using a toy example in a multivariate normal setting, we compare two methods: predictive imputation, which minimizes MSE, and stochastic imputation, which incorporates random noise. Simulation results show that predictive methods systematically introduce bias, while stochastic methods preserve the data's natural variability and produce unbiased estimates. We also evaluate three popular imputation tools -- missForest, softImpute, and mice -- and observe consistent biases in predictive methods. These findings highlight that MSE is an inadequate measure of imputation quality, as it prioritizes accuracy over variability. Incorporating noise into imputation methods is essential to prevent biases and ensure valid downstream analyses, underscoring the importance of stochastic approaches for handling incomplete data.
Stef van Buuren
Apr 30, 2026cs.LG

SPLICE: Latent Diffusion over JEPA Embeddings for Conformal Time-Series Inpainting

Generative models for time-series imputation achieve strong reconstruction accuracy, yet provide no finite-sample reliability guarantees, a critical limitation in power systems where imputed values inform dispatch and planning. We introduce SPLICE (Self-supervised Predictive Latent Inpainting with Conformal Envelopes), a modular framework coupling latent generative imputation with distribution-free, online-adaptive prediction intervals. A JEPA encoder maps daily load segments into a 64-dimensional latent space; a conditional latent bridge with four sampling modes generates candidate gap trajectories; an hourly-conditioned decoder maps back to signal space; and Adaptive Conformal Inference (ACI) wraps the output with coverage-guaranteed prediction bands. The flow-matching variant achieves comparable quality to DDIM in 5--10 ODE steps (5-10x speedup). On thirteen load datasets (nine proprietary, three UCI Electricity, ETTh1), SPLICE achieves the lowest mean Load-only MSE (0.056), winning 9/12 non-degenerate datasets at 91-day gaps and 18/32 across all gap lengths vs. five established baselines, and produces the best CRPS (0.161, -18.3% vs. the strongest competitor). ACI delivers 93--95% empirical coverage, correcting under-coverage failures of up to 7.5 pp observed with static conformal prediction. A pooled JEPA encoder trained on nine feeds transfers to four unseen domains, matching or exceeding per-dataset oracles with only a quick bridge fine-tuning.
Arnaud Zinflou
Dec 17, 2025cs.LG

FADTI: Fourier and Attention Driven Diffusion for Multivariate Time Series Imputation

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. Existing Transformer- and diffusion-based imputers achieve strong performance, but they often rely mainly on time-domain modeling and lack adaptive spectral bias for recovering structured temporal gaps. We propose FADTI, a Fourier- and attention-driven diffusion framework for multivariate time series imputation. FADTI introduces a Fourier Bias Projection (FBP) module that injects learnable frequency-aware bias into intermediate hidden states during denoising. It projects intermediate hidden states onto Fourier bases, avoiding direct spectral estimation from masked or zero-filled inputs. With DFT, STFT, and FSST instantiations, FBP captures global periodicity, localized time--frequency variations, and non-stationary oscillatory patterns. By coupling FBP with self-attention and gated convolution, FADTI integrates frequency-domain guidance, temporal dependency modeling, and probabilistic denoising in a unified framework. Experiments on multiple benchmarks, including a new biological imputation benchmark, show that FADTI improves accuracy, uncertainty estimation, and sampling efficiency, especially under high missing rates and structured missing patterns. Code is available at https://github.com/RazeenLI/FADTI
Runze Li, Hanchen Wang, Wenjie Zhang +4
Date pendingcs.LG

SafeImpute: Reliable Clinical Data Imputation via Conformal Selection

Clinical care often relies on key laboratory indicators, yet real-world patient visits are sparse and tests are ordered irregularly, leading to pervasive missingness. While many imputation methods improve average accuracy, they provide limited guidance on which imputed values are reliable enough for high-stakes downstream use. In this work, we study reliable clinical imputation, aiming to produce accurate imputations while selectively releasing the reliable results, with statistical control over clinically unacceptable errors. To achieve this goal, we propose SafeImpute, a reliable imputation framework for irregular and sparse clinical longitudinal records. SafeImpute constructs an event graph that captures both intra-patient temporal trajectories and inter-patient clinical similarity, and learns imputations with a two-relation GNN and adaptive fusion, regularized by an auxiliary masked reconstruction objective. For reliability guarantees, SafeImpute converts a proxy risk score into conformal p-values and applies the Benjamini--Hochberg procedure to control the false discovery rate (FDR) of unacceptable errors among released imputations at a user-specified tolerance. Experiments on our Mayo Clinic data, the public MIMIC-III and MIMIC-IV datasets show that SafeImpute achieves strong imputation accuracy while providing reliable error control, outperforming diverse baselines in both standard imputation evaluation and FDR-controlled selective-release evaluation.
Xinrui He, Mengting Ai, Junting Wang +2