High-dimensional missing data imputation via undirected graphical model
From MaRDI portal
Publication:6606959
Recommendations
- Multiple imputation: a review of practical and theoretical findings
- Variable selection for high-dimensional incomplete data
- A multiple imputation method for incomplete correlated ordinal data using multivariate probit models
- Multiply robust nonparametric multiple imputation for the treatment of missing data
- Predicting missing values: a comparative study on non-parametric approaches for imputation
Cites work
- scientific article; zbMATH DE number 2140075 (Why is no real title available?)
- A principal component method to impute missing values for mixed data
- A simple measure of conditional dependence
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- High-dimensional Ising model selection with Bayesian information criteria
- Practical approaches to principal component analysis in the presence of missing values
- Probabilistic Principal Component Analysis
- Shrinkage tuning parameter selection in precision matrices estimation
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation with missing observations
- TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models
- Variable selection and prediction with incomplete high-dimensional data
Cited in
(2)
This page was built for publication: High-dimensional missing data imputation via undirected graphical model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6606959)