An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond - Liang, Faming; Jia, Bochao; Xue, Jingnan; Li, Qizhai; Luo, Ye (Journal of the Royal Statistical Society. Series B, Statistical methodology, 2018)
Keywords: Algorithms; Divergence; equations; Expectation–maximization algorithm; Gaussian graphical model; Gibbs sampler; Graphical models; Imputation consistency; Mathematical models; Missing data; Optimization; Parameter estimation; Random‐coefficient model; Regression analysis; Regularization; Statistical methods; Statistics; Variable selection; Variants; Gibbs sampler; Gaussian graphical model; Expectation-maximization algorithm; Random-coefficient model; Imputation consistency; Variable selection