A generalization of Tyler's M-estimators to the case of incomplete data.

Gabriel Frahm Uwe Jaekel

Published in: Comput. Stat. Data Anal. (2010)

Keyphrases

incomplete data
learning bayesian networks
missing data
missing values
em algorithm
bayesian networks
incomplete data sets
bayes classifier
pattern recognition
multiple imputation
data sets
multi class
training data
expectation maximization
variational bayesian