IMIFA (Q32110)

Provides flexible Bayesian estimation of Infinite Mixtures of Infinite Factor Analysers and related models, for nonparametrically clustering high-dimensional data, introduced by Murphy et al. (2020) <doi:10.1214/19-BA1179>. The IMIFA model conducts Bayesian nonparametric model-based clustering with factor analytic covariance structures without recourse to model selection criteria to choose the number of clusters or cluster-specific latent factors, mostly via efficient Gibbs updates. Model-specific diagnostic tools are also provided, as well as many options for plotting results, conducting posterior inference on parameters of interest, posterior predictive checking, and quantifying uncertainty.