Beyond Accuracy: An Empirical Study of Uncertainty Estimation in Imputation
Bibliographic record
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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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.003 | 0.002 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.003 | 0.004 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".