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原文摘要

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 semidefinite (PSD) kernel densities we obtain a convex empirical risk problem with closed form marginals, solvable by a Newton interior point method. We further introduce a non convex extension that supports adaptive hyperparameter selection through alternating minimization. The resulting PSD-Impute model yields both single and multiple imputations from the same fitted density, enjoys statistical consistency, beating the curse of dimensionality for very regular probabilities. Experiments indicate competitive distributional accuracy compared with popular imputation baselines, suggesting strong practical promise.