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Sohrab PhD's avatar

This is really neat stuff! Have you tried using generative models for filling in those missing data points? Something as simple as PCA can use the covariance structure of the actual data to identify what those missing values might be. I think this would be more ideal for data with a stronger autocorrelation structure than what you are describing here, since the usual successful applications I've seen of the PCA method are with time-series data. Just a thought!

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