Multiple imputation for continuous variables using a Bayesian principal component analysis
From MaRDI portal
Publication:5222464
DOI10.1080/00949655.2015.1104683MaRDI QIDQ5222464
Vincent Audigier, Julie Josse, François Husson
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.5747
multiple imputation; data augmentation; missing values; continuous data; Bayesian principal component analysis
62H25: Factor analysis and principal components; correspondence analysis
62F10: Point estimation
62F15: Bayesian inference
62F40: Bootstrap, jackknife and other resampling methods
Related Items
An ensemble learning method for variable selection: application to high-dimensional data and missing values, EPEM: efficient parameter estimation for multiple class monotone missing data, A Bayesian Singular Value Decomposition Procedure for Missing Data Imputation, A wavelet-based approach for imputation in nonstationary multivariate time series, Imputation Scores, Multiple imputation: a review of practical and theoretical findings, Gaussian-based visualization of Gaussian and non-Gaussian-based clustering, MIDIA: exploring denoising autoencoders for missing data imputation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generation of random clusters with specified degree of separation
- Adaptive shrinkage of singular values
- Reconstruction of a low-rank matrix in the presence of Gaussian noise
- Selecting the number of components in principal component analysis using cross-validation approximations
- Generating random correlation matrices based on partial correlations
- Simple structure in component analysis techniques for mixtures of qualitative and quantitative variables
- Weighted least squares fitting using ordinary least squares algorithms
- Principal component analysis.
- A principal component method to impute missing values for mixed data
- Fully conditional specification in multivariate imputation
- The Calculation of Posterior Distributions by Data Augmentation
- Bootstrap Confidence Intervals In Nonlinear Regression Models When The Number of Observations is Fixed and The Variance Tends To 0. Application To Biadditive Models
- Miscellanea. Small-sample degrees of freedom with multiple imputation
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
- On the stationary distribution of iterative imputations
- Empirical Bayes on vector observations: An extension of Stein's method
- Regularised PCA to denoise and visualise data