Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918)

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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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