Expected posterior priors in factor analysis

MaRDI QIDQ732651zbMATH OpenFDO

Authors Hedibert F. Lopes

Publication date 11 October 2009

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL http://www.redeabe.org.br/bjpspublishedpapers_volume17_1_pp091-105.pdf

zbMATH Keywords

Bayesian inferencemodel selection criteriamodel uncertainty.latent factor modelsBayes' factorsexpected posterior prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(4)

• Order-invariant prior specification in Bayesian factor analysis
• Characterizing priors by posterior expectations in multivariate analysis
• Generalized mixed spatiotemporal modeling with a continuous response and random effect via factor analysis
• Bayesian factor analysis with uncertain functional constraints about factor loadings

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