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This Bash guide explains how to handle sparse arrays, which have missing indices unlike typical arrays. Sparse arrays are created by skipping indices during setup and are beneficial for managing datasets with missing elements. To iterate over a sparse array and access all initialized indices, use `"${!arrayName[@]}"`. Note that `${#arrayName[@]}` gives the count of defined elements, not the highest index. Mastery of sparse arrays is crucial for efficiently managing uneven data inputs and large datasets with absent values.