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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
MTSCI: A Conditional Diffusion Model for Multivariate Tim...
Jianping Zhou, Junhao Li, Guanjie Zheng, Xinbing Wang, Chenghu Z · 2024-08-11 · via stat.ML updates on arXiv.org

Missing values are prevalent in multivariate time series, compromising the integrity of analyses and degrading the performance of downstream tasks. Consequently, research has focused on multivariate time series imputation, aiming to accurately impute the missing values based on available observations. A key research question is how to ensure imputation consistency, i.e., intra-consistency between observed and imputed values, and inter-consistency between adjacent windows after imputation. However, previous methods rely solely on the inductive bias of the imputation targets to guide the learning process, ignoring imputation consistency and ultimately resulting in poor performance. Diffusion models, known for their powerful generative abilities, prefer to generate consistent results based on available observations. Therefore, we propose a conditional diffusion model for Multivariate Time Series Consistent Imputation (MTSCI). Specifically, MTSCI employs a contrastive complementary mask to generate dual views during the forward noising process. Then, the intra contrastive loss is calculated to ensure intra-consistency between the imputed and observed values. Meanwhile, MTSCI utilizes a mixup mechanism to incorporate conditional information from adjacent windows during the denoising process, facilitating the inter-consistency between imputed samples. Extensive experiments on multiple real-world datasets demonstrate that our method achieves the state-of-the-art performance on multivariate time series imputation task under different missing scenarios. Code is available at https://github.com/JeremyChou28/MTSCI.