Sparse precision matrix estimation with missing observations

DOI10.1007/S00180-022-01265-WOpenAlexW4287831609MaRDI QIDQ6138150FDOQ6138150

Authors:

Publication date: 5 September 2023

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-022-01265-w

zbMATH Keywords

Gaussian graphical modelmissing dataADMMinverse probability weighting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited In (2)

• High-dimensional missing data imputation via undirected graphical model
• Matrix completion with sparse measurement errors

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