3 code implementations • 14 Sep 2019 • Wei Jiang, Malgorzata Bogdan, Julie Josse, Blazej Miasojedow, Veronika Rockova, Traumabase group
We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates.
Methodology Applications Computation
1 code implementation • 11 May 2018 • Wei Jiang, Julie Josse, Marc Lavielle, Traumabase group
We propose a complete approach, including the estimation of parameters and their variance, derivation of confidence intervals, a model selection procedure, and a method for prediction on test sets with missing values.
Methodology