Transposable regularized covariance models with an application to missing data imputation
From MaRDI portal
Publication:993250
DOI10.1214/09-AOAS314zbMath1194.62079arXiv0906.3465WikidataQ27347321 ScholiaQ27347321MaRDI QIDQ993250
Genevera I. Allen, Robert Tibshirani
Publication date: 10 September 2010
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.3465
Related Items
Inferring Phenotypic Trait Evolution on Large Trees With Many Incomplete Measurements, Gaussian and robust Kronecker product covariance estimation: existence and uniqueness, Testing the mean matrix in high‐dimensional transposable data, An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing, Testing high-dimensional mean vector with applications. A normal reference approach, Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions, Recovering networks from distance data, Scalable Bayesian matrix normal graphical models for brain functional networks, Kronecker-structured covariance models for multiway data, Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis, Model selection and estimation in the matrix normal graphical model, Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure, Co-clustering of spatially resolved transcriptomic data, Concentration of measure bounds for matrix-variate data with missing values, Autoregressive identification of Kronecker graphical models, Detecting column dependence when rows are correlated and estimating the strength of the row correlation, Sampling, denoising and compression of matrices by coherent matrix organization, Graphical model selection and estimation for high dimensional tensor data, Separable factor analysis with applications to mortality data, Consistency of large dimensional sample covariance matrix under weak dependence, The mixed Lipschitz space and its dual for tree metrics, Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls, Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure, Unnamed Item, Sparse Matrix Graphical Models, Covariance estimation via sparse Kronecker structures, Gemini: graph estimation with matrix variate normal instances, Transposable regularized covariance models with an application to missing data imputation, A constrained matrix-variate Gaussian process for transposable data, A Penalized Likelihood Method for Classification With Matrix-Valued Predictors, Existence and uniqueness of the Kronecker covariance MLE, A Generalized Least-Square Matrix Decomposition, Estimating high-dimensional covariance and precision matrices under general missing dependence, PLS for Big Data: a unified parallel algorithm for regularised group PLS, Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series, Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sparse inverse covariance estimation with the graphical lasso
- Component selection and smoothing in multivariate nonparametric regression
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Are a set of microarrays independent of each other?
- Transposable regularized covariance models with an application to missing data imputation
- Sparse permutation invariant covariance estimation
- Exact matrix completion via convex optimization
- Covariance-Regularized Regression and Classification for high Dimensional Problems
- Multiple Imputation After 18+ Years
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Stochastic versions of the em algorithm: an experimental study in the mixture case
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- The mle algorithm for the matrix normal distribution
- Correlated z-Values and the Accuracy of Large-Scale Statistical Estimates