Missing values: sparse inverse covariance estimation and an extension to sparse regression.

Nicolas Städler Peter Bühlmann

Published in: Stat. Comput. (2012)

Keyphrases

missing values
sparse regression
missing data
low rank
feature ranking

feature selection and classification
linear regression
incomplete data
high dimensional data

data matrix
feature selection
sparse matrix
high dimensionality

machine learning
singular value decomposition
random projections
supervised learning