Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918): Difference between revisions

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Latest revision as of 19:26, 30 December 2024

scientific article; zbMATH DE number 7809908
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Posterior consistency of factor dimensionality in high-dimensional sparse factor models
scientific article; zbMATH DE number 7809908

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    Posterior consistency of factor dimensionality in high-dimensional sparse factor models (English)
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    27 February 2024
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    covariance matrix
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    factor dimensionality
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    factor model
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    Indian buffet process
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    posterior consistency
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    posterior contraction rate
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