Multiple imputation for continuous variables using a Bayesian principal component analysis
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Publication:5222464
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Cites work
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1294360 (Why is no real title available?)
- scientific article; zbMATH DE number 6458321 (Why is no real title available?)
- A principal component method to impute missing values for mixed data
- Adaptive shrinkage of singular values
- Bootstrap Confidence Intervals In Nonlinear Regression Models When The Number of Observations is Fixed and The Variance Tends To 0. Application To Biadditive Models
- Correspondence analysis and related methods in practice
- Empirical Bayes on vector observations: An extension of Stein's method
- Flexible imputation of missing data.
- Fully conditional specification in multivariate imputation
- Generating random correlation matrices based on partial correlations
- Generation of random clusters with specified degree of separation
- Miscellanea. Small-sample degrees of freedom with multiple imputation
- On the stationary distribution of iterative imputations
- Principal component analysis.
- Reconstruction of a low-rank matrix in the presence of Gaussian noise
- Regularised PCA to denoise and visualise data
- Selecting the number of components in principal component analysis using cross-validation approximations
- Simple structure in component analysis techniques for mixtures of qualitative and quantitative variables
- The Calculation of Posterior Distributions by Data Augmentation
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
- Weighted least squares fitting using ordinary least squares algorithms
Cited in
(15)- Constructing bootstrap confidence intervals for principal component loadings in the presence of missing data: a multiple-imputation approach
- An imputation method for categorical variables with application to nonlinear principal component analysis
- An ensemble learning method for variable selection: application to high-dimensional data and missing values
- MIDIA: exploring denoising autoencoders for missing data imputation
- Using generalized Procrustes analysis for multiple imputation in principal component analysis
- A Simple Method to Ensure Plausible Multiple Imputation for Continuous Multivariate Data
- Multiple imputation in principal component analysis
- Bayesian multiple imputation for assay data subject to measurement error
- A Bayesian Singular Value Decomposition Procedure for Missing Data Imputation
- A principal component method to impute missing values for mixed data
- A wavelet-based approach for imputation in nonstationary multivariate time series
- Gaussian-based visualization of Gaussian and non-Gaussian-based clustering
- EPEM: efficient parameter estimation for multiple class monotone missing data
- Multiple imputation: a review of practical and theoretical findings
- Imputation Scores
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