On the truncation criteria in infinite factor models

DOI10.1002/STA4.298MaRDI QIDQ6541591FDOQ6541591

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

• Sparse Bayesian time-varying covariance estimation in many dimensions
• Sparse Bayesian infinite factor models
• Title not available (Why is that?)
• Title not available (Why is that?)
• High-dimensional sparse factor modeling: applications in gene expression genomics
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Bayesian cumulative shrinkage for infinite factorizations

Cited In (1)

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

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