A Mode-Jumping Algorithm for Bayesian Factor Analysis

DOI10.1080/01621459.2020.1773833MaRDI QIDQ5881084zbMATH OpenOpenAlexFDO

Authors Steven Andrew Culpepper

Publication date 9 March 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2020.1773833

zbMATH Keywords

factor modelidentifiabilityMarkov chain Monte Carlomixingorthogonal rotationposterior multimodality

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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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
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
• scientific article; zbMATH DE number 509150 (Why is no real title available?)
• scientific article; zbMATH DE number 2063756 (Why is no real title available?)
• 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

Describes a project that uses

Uses Software

• Rcpp
• bridgesampling

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