2007
DOI: 10.1016/j.csda.2006.10.002
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Imputation through finite Gaussian mixture models

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Cited by 45 publications
(15 citation statements)
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“…Once the model that best fits data is selected and its parameters are estimated, for each incomplete observation y i = (y obs,i , y mis,i ), the conditional distribution f (y mis,i |y obs,i ; ) can be estimated as f y mis,i |y obs,i ;ˆ = K k=1τ ik N y mis,i |y obs,i ;θ k , and this probability distribution can be used for imputing missing values via its expected value (hereafter MCM) or through a random draw (MRD), as described in Di Zio et al (2007).…”
Section: Pmm Via Gaussian Mixtures Modelsmentioning
confidence: 99%
See 1 more Smart Citation
“…Once the model that best fits data is selected and its parameters are estimated, for each incomplete observation y i = (y obs,i , y mis,i ), the conditional distribution f (y mis,i |y obs,i ; ) can be estimated as f y mis,i |y obs,i ;ˆ = K k=1τ ik N y mis,i |y obs,i ;θ k , and this probability distribution can be used for imputing missing values via its expected value (hereafter MCM) or through a random draw (MRD), as described in Di Zio et al (2007).…”
Section: Pmm Via Gaussian Mixtures Modelsmentioning
confidence: 99%
“…The semiparametric predictive mean matching is compared to the nearest neighbor donor method and to model based imputations obtained via Gaussian mixture models as described in Di Zio et al (2007). The experiments are performed on both simulated and real data.…”
mentioning
confidence: 99%
“…For example, standard complete-data methods can be applied directly, and the substantial effort required to create imputations needs to be carried out only once [7, 8]. On the other hand, multiple imputation generates a quantity of simulated values for each missing item, in order to reflect properly the uncertainty attached to missing data [9, 10]. This has been advocated as a statistically sound approach, but so far its use has been limited mainly to the social and medical sciences.…”
Section: Introductionmentioning
confidence: 99%
“…As shown in Fraley and Raftery [34,38], many probability distributions can be well approximated by mixture models. At the same time, in contrast to nonparametric schemes, mixture models do not require a large number of observations to obtain a good estimate [22,23].…”
Section: Imputation Via the Gmm Estimationmentioning
confidence: 99%
“…Priebe [22] shows that, with 10,000 observations, a log-normal density can be well approximated by a mixture of 30 Gaussian components. An empirical study by DiZio et al [23] shows that, for the preservation of the covariance structure, a random draw method is preferable over a conditional mean method when the GMM is used.…”
Section: Introductionmentioning
confidence: 99%