Multiple imputation for continuous variables using a Bayesian principal component analysis
DOI10.1080/00949655.2015.1104683OpenAlexW2100056901MaRDI QIDQ5222464FDOQ5222464
Authors: Vincent Audigier, François Husson, Julie Josse 
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
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continuous datadata augmentationmissing valuesmultiple imputationBayesian principal component analysis
Point estimation (62F10) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Factor analysis and principal components; correspondence analysis (62H25)
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Cited In (15)
- MIDIA: exploring denoising autoencoders for missing data imputation
- Bayesian multiple imputation for assay data subject to measurement error
- Gaussian-based visualization of Gaussian and non-Gaussian-based clustering
- A Simple Method to Ensure Plausible Multiple Imputation for Continuous Multivariate Data
- Multiple imputation in principal component analysis
- A Bayesian Singular Value Decomposition Procedure for Missing Data Imputation
- Using generalized Procrustes analysis for multiple imputation in principal component analysis
- Multiple imputation: a review of practical and theoretical findings
- A principal component method to impute missing values for mixed data
- EPEM: efficient parameter estimation for multiple class monotone missing data
- An imputation method for categorical variables with application to nonlinear principal component analysis
- Constructing bootstrap confidence intervals for principal component loadings in the presence of missing data: a multiple-imputation approach
- A wavelet-based approach for imputation in nonstationary multivariate time series
- Imputation Scores
- An ensemble learning method for variable selection: application to high-dimensional data and missing values
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