Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior

DOI10.1214/21-BA1292OpenAlexW4205508580MaRDI QIDQ6121981FDOQ6121981

Carey E. Priebe, Joshua Cape, Fangzheng Xie, Yanxun Xu

Publication date: 27 February 2024

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

Full work available at URL: https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-4/Bayesian-Sparse-Spiked-Covariance-Model-with-a-Continuous-Matrix-Shrinkage/10.1214/21-BA1292.full

zbMATH Keywords

joint sparsitylatent factor modelmatrix spike-and-slab Lassorate-optimal posterior contractiontwo-to-infinity norm loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

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Cited In (1)

• Spike and slab Bayesian sparse principal component analysis

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