On posterior consistency of Bayesian factor models in high dimensions

DOI10.1214/21-ba1281arXiv2006.01055OpenAlexW3185836622WikidataQ114060474 ScholiaQ114060474MaRDI QIDQ6121784

Jun S. Liu, Unnamed Author

Publication date: 27 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.01055

zbMATH Keywords

orthogonalityfactor analysisGibbs samplinghigh dimensional dataposterior consistency

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Parameter Expansion for Data Augmentation
• Neuronized Priors for Bayesian Sparse Linear Regression

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