Beyond Accuracy: An Empirical Study of Uncertainty Estimation in Imputation
- URL: http://arxiv.org/abs/2511.21607v1
- Date: Wed, 26 Nov 2025 17:27:59 GMT
- Title: Beyond Accuracy: An Empirical Study of Uncertainty Estimation in Imputation
- Authors: Zarin Tahia Hossain, Mostafa Milani,
- Abstract summary: imputation methods differ in how they represent and quantify uncertainty.<n>Uncertainty is estimated through three complementary routes: multi-run variability, conditional sampling, and predictive-distribution modeling.<n>We analyze method-specific trade-offs among accuracy calibration, runtime, identify stable configurations, and offer guidelines for selecting uncertainty-aware imputers.
- Score: 0.5524804393257919
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: 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.
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