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TRANSPOSABLE REGULARIZED COVARIANCE MODELS WITH AN APPLICATION TO MISSING DATA IMPUTATION

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable, meaning that either the rows, columns or both can be treated as features. To model transposable data, we present a modification of the matrix-var...

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Dettagli Bibliografici
Pubblicato in:Ann Appl Stat
Autori principali: Allen, Genevera I., Tibshirani, Robert
Natura: Artigo
Lingua:Inglês
Pubblicazione: 2010
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC4751046/
https://ncbi.nlm.nih.gov/pubmed/26877823
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/09-AOAS314
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