IMIFA
swMATH20290CRANIMIFAMaRDI QIDQ32110
Infinite Mixtures of Infinite Factor Analysers and Related Models
Last update: 12 December 2023
Copyright license: GNU General Public License
Software version identifier: 2.1.10, 1.1.0, 1.2.0, 1.2.1, 1.3.0, 1.3.1, 2.0.0, 2.1.0, 2.1.1, 2.1.2, 2.1.3, 2.1.4, 2.1.5, 2.1.6, 2.1.7, 2.1.8, 2.1.9, 2.2.0
Source code repository: https://github.com/cran/IMIFA
Provides flexible Bayesian estimation of Infinite Mixtures of Infinite Factor Analysers and related models, for nonparametrically clustering high-dimensional data, introduced by Murphy et al. (2020) <doi:10.1214/19-BA1179>. The IMIFA model conducts Bayesian nonparametric model-based clustering with factor analytic covariance structures without recourse to model selection criteria to choose the number of clusters or cluster-specific latent factors, mostly via efficient Gibbs updates. Model-specific diagnostic tools are also provided, as well as many options for plotting results, conducting posterior inference on parameters of interest, posterior predictive checking, and quantifying uncertainty.
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