An Imputation–Regularized Optimization Algorithm for High Dimensional Missing Data Problems and Beyond

DOI10.1111/rssb.12279zbMath1407.62258arXiv1802.02251WikidataQ64939550 ScholiaQ64939550MaRDI QIDQ4628019

Bochao Jia, Qizhai Li, Ye Luo, Faming Liang, Jingnan Xue

Publication date: 6 March 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.02251

zbMATH Keywords

Gibbs sampler; variable selection; expectation-maximization algorithm; Gaussian graphical model; random-coefficient model; imputation consistency

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62P10: Applications of statistics to biology and medical sciences; meta analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62F10: Point estimation