Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity
نویسندگان
چکیده
منابع مشابه
Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity
Rotational transformations have traditionally played a key role in enhancing the interpretability of factor analysis via post-hoc modifications of the factor model orientation. Regularization methods also serve to achieve this goal by prioritizing sparse loading matrices. In this work, we cross-fertilize these two paradigms within a unifying Bayesian framework. Our approach deploys intermediate...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2016
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2015.1100620