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Title:

Order-invariant prior specification in Bayesian factor analysis

Document type:
Zeitschriftenaufsatz
Author(s):
Leung, Dennis; Drton, Mathias
Abstract:
Using lower triangular loading matrices in Bayesian factor analysis ensures identifiability but may lead to inferences that depend on how the considered variables are ordered. We show how a standard approach to prior specification can be modified to avoid order-dependence.
Keywords:
Exploratory factor analysis, Latent factor model, Permutation invariance
Dewey Decimal Classification:
510 Mathematik
Journal title:
Statistics & Probability Letters
Year:
2016
Journal volume:
111
Year / month:
2016-04
Quarter:
2. Quartal
Month:
Apr
Pages contribution:
60-66
Language:
en
Fulltext / DOI:
doi:10.1016/j.spl.2016.01.006
WWW:
ScienceDirect
Publisher:
Elsevier BV
E-ISSN:
0167-7152
Date of publication:
01.04.2016
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