The Effects of Data Imputation on Covariance and Inverse Covariance Matrix Estimation

Various data analysis techniques and procedures (correlation heatmap, linear discriminant analysis, quadratic discriminant analysis) rely on the estimation of the covariance matrix or its inverse (the precision matrix). However, missing data can pose significant challenges to this parameter estimati...

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Veröffentlicht in:	IEEE access 2024, Vol.12, p.134688-134701
Hauptverfasser:	Vo, Tuan L., Do, Quan Huu, Nguyen, Thu, Halvorsen, Pal, Riegler, Michael A., Nguyen, Binh T.
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Bayes methods Correlation Covariance matrices Covariance matrix Data analysis Discriminant analysis Error analysis Estimation Impact analysis Imputation Maximum likelihood detection maximum likelihood estimate Missing data Parameter estimation
Online-Zugang:	Volltext
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