output
20072022
most citedMissForest - nonparametric missing value imputation for mixed-type data

6.4k citations

Showing 2009 · stat.MEShow all

6 papers · 2 filters

stat.ME2009★ 20 cited

High dimensional sparse covariance estimation via directed acyclic graphs

Philipp Rütimann, Peter Bühlmann

We present a graph-based technique for estimating sparse covariance matrices and their inverses from high-dimensional data. The method is based on learning a directed acyclic graph…

stat.ME2009★ 29 cited

Nonparametric inference for competing risks current status data with continuous, discrete or grouped observation times

Marloes H. Maathuis, Michael G. Hudgens

New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censori…

stat.ME2009★ 118 cited

Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm

Peter Bühlmann, Markus Kalisch, Marloes H. Maathuis

We consider variable selection in high-dimensional linear models where the number of covariates greatly exceeds the sample size. We introduce the new concept of partial faithfulnes…

stat.ME2009★ 246 cited

Regularized estimation of large-scale gene association networks using graphical Gaussian models

Nicole Kraemer, Juliane Schaefer, Anne-Laure Boulesteix

Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exce…

stat.ME2009

Decomposition and Model Selection for Large Contingency Tables

Corinne Dahinden, Markus Kalisch, Peter Bühlmann

Large contingency tables summarizing categorical variables arise in many areas. For example in biology when a large number of biomarkers are cross-tabulated according to their disc…

stat.ME2009★ 93 cited

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

Nicolas Städler, Peter Bühlmann

We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our metho…