Decoupling shrinkage and selection in Gaussian linear factor analysis

DOI10.1214/22-BA1349MaRDI QIDQ7022413zbMATH OpenFDO

Authors Henrique Bolfarine, Carlos M. Carvalho, Hedibert F. Lopes, Jared S. Murray

Publication date 25 February 2025

Published in Bayesian Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-19/issue-1/Decoupling-Shrinkage-and-Selection-in-Gaussian-Linear-Factor-Analysis/10.1214/22-BA1349.full

zbMATH Keywords

Bayesian factor analysisfactor dimensionloss functionmodel selectionsparse loadings

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models

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