On the identifiability of Bayesian factor analytic models
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Abstract: A well known identifiability issue in factor analytic models is the invariance with respect to orthogonal transformations. This problem burdens the inference under a Bayesian setup, where Markov chain Monte Carlo (MCMC) methods are used to generate samples from the posterior distribution. We introduce a post-processing scheme in order to deal with rotation, sign and permutation invariance of the MCMC sample. The exact version of the contributed algorithm requires to solve assignment problems per (retained) MCMC iteration, where denotes the number of factors of the fitted model. For large numbers of factors two approximate schemes based on simulated annealing are also discussed. We demonstrate that the proposed method leads to interpretable posterior distributions using synthetic and publicly available data from typical factor analytic models as well as mixtures of factor analyzers. An R package is available online at CRAN web-page.
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Cited in
(16)- scientific article; zbMATH DE number 2063756 (Why is no real title available?)
- A note on identifiability conditions in confirmatory factor analysis
- A Bayesian semiparametric factor analysis model for subtype identification
- Invariant inference and efficient computation in the static factor model
- Dealing with reflection invariance in Bayesian factor analysis
- A sparse factor model for clustering high-dimensional longitudinal data
- Bayesian generalized linear low rank regression models for the detection of vaccine-adverse event associations
- factor.switching
- Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling
- Bayesian inference for graphical factor analysis models
- Bayesian analysis of the factor model with finance applications
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
- Determining the number of factors in constrained factor models via Bayesian information criterion
- scientific article; zbMATH DE number 840912 (Why is no real title available?)
- Bayesian factor selection in a hybrid approach to confirmatory factor analysis
- Graph link prediction in computer networks using Poisson matrix factorisation
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