A Mode-Jumping Algorithm for Bayesian Factor Analysis
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Cites work
- A tutorial on bridge sampling
- Analysis of high dimensional multivariate stochastic volatility models
- Bayes model selection with path sampling: factor models and other examples
- Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem
- Bayesian exploratory factor analysis
- Bayesian forecasting and dynamic models.
- Dealing with reflection invariance in Bayesian factor analysis
- Extending R with C++: A Brief Introduction to Rcpp
- High dimensional covariance matrix estimation using a factor model
- High-dimensional sparse factor modeling: applications in gene expression genomics
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- Inference from iterative simulation using multiple sequences
- Invariant inference and efficient computation in the static factor model
- Markov chain Monte Carlo based on deterministic transformations
- Mode jumping proposals in MCMC
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
- Order-invariant prior specification in Bayesian factor analysis
- Sparse Bayesian infinite factor models
Cited in
(9)- On the identifiability of Bayesian factor analytic models
- Bayesian exploratory factor analysis
- Dealing with reflection invariance in Bayesian factor analysis
- Bayesian Ying-Yang Harmony Learning for Local Factor Analysis: A Comparative Investigation
- Structured prior distributions for the covariance matrix in latent factor models
- Decoupling shrinkage and selection in Gaussian linear factor analysis
- A Bayesian sparse factor model with adaptive posterior concentration
- Mixed membership latent variable model with unknown factors, factor loadings and number of extreme profiles
- bayesefa
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