Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation
From MaRDI portal
Publication:5120677
DOI10.1080/01621459.2019.1632079zbMath1441.62190OpenAlexW2951518532MaRDI QIDQ5120677
Quefeng Li, Yu Feng Liu, Dinggang Shen, Guan Yu
Publication date: 15 September 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8612700
Related Items
Integrating Multisource Block-Wise Missing Data in Model Selection, Weighted multiple blockwise imputation method for high-dimensional regression with blockwise missing data, Variable selection for high‐dimensional generalized linear model with block‐missing data, Multinomial logistic factor regression for multi-source functional block-wise missing data, Unnamed Item, Dimension reduction for block-missing data based on sparse sliced inverse regression
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- A well-conditioned estimator for large-dimensional covariance matrices
- High-dimensional covariance matrix estimation with missing observations
- Statistics for high-dimensional data. Methods, theory and applications.
- CoCoLasso for high-dimensional error-in-variables regression
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Covariance regularization by thresholding
- Lasso-type recovery of sparse representations for high-dimensional data
- Challenging the empirical mean and empirical variance: a deviation study
- On the conditions used to prove oracle results for the Lasso
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- Positive definite estimators of large covariance matrices
- Sparse covariance thresholding for high-dimensional variable selection
- A Singular Value Thresholding Algorithm for Matrix Completion
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
- Statistical Applications of the Multivariate Skew Normal Distribution
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- Regularization and Variable Selection Via the Elastic Net
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Robust Estimation of a Location Parameter