Posterior consistency of factor dimensionality in high-dimensional sparse factor models

DOI10.1214/21-BA1261OpenAlexW3154792754MaRDI QIDQ6202918FDOQ6202918

Ilsang Ohn, Yongdai Kim

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-2/Posterior-Consistency-of-Factor-Dimensionality-in-High-Dimensional-Sparse-Factor/10.1214/21-BA1261.full

zbMATH Keywords

factor modelcovariance matrixposterior consistencyposterior contraction rateIndian buffet processfactor dimensionality

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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