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

DOI10.1111/rssb.12279zbMath1407.62258arXiv1802.02251OpenAlexW2891467507WikidataQ64939550 ScholiaQ64939550MaRDI QIDQ4628019

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

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 samplervariable selectionexpectation-maximization algorithmGaussian graphical modelrandom-coefficient modelimputation consistency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10)

Related Items (3)

Bayesian regularization of Gaussian graphical models with measurement error ⋮ Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error ⋮ Estimating high-dimensional covariance and precision matrices under general missing dependence

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