On the truncation criteria in infinite factor models

DOI10.1002/STA4.298MaRDI QIDQ6541591FDO

Authors Lorenzo Schiavon, Antonio Canale

Publication date 19 May 2024

Published in Stat (Search for Journal in Brave)

zbMATH Keywords

factor analysisprincipal component analysismultiplicative gamma processadaptive Gibbs samplingcumulative stick-breaking process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 597911 (Why is no real title available?)
• scientific article; zbMATH DE number 2063756 (Why is no real title available?)
• Bayesian cumulative shrinkage for infinite factorizations
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• High-dimensional sparse factor modeling: applications in gene expression genomics
• Sparse Bayesian infinite factor models
• Sparse Bayesian time-varying covariance estimation in many dimensions

Cited in

(1)

• Structured prior distributions for the covariance matrix in latent factor models

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