Bayesian cumulative shrinkage for infinite factorizations

The dimension of the parameter space is typically unknown in a variety of models that rely on factorizations. For example, in factor analysis the number of latent factors is not known and has to be inferred from the data. Although classical shrinkage priors are useful in such contexts, increasing sh...

Full description

Bibliographic Details

Published in:	Biometrika Vol. 107; no. 3; p. 745
Main Authors:	Legramanti, Sirio, Durante, Daniele, Dunson, David B
Format:	Journal Article
Language:	English
Published:	01.09.2020
ISSN:	0006-3444
Online Access:	Get more information
Tags:	Add Tag No Tags, Be the first to tag this record!