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- Titel:
Order-invariant prior specification in Bayesian factor analysis
- Dokumenttyp:
- Zeitschriftenaufsatz
- Autor(en):
- 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.
- Stichworte:
- Exploratory factor analysis, Latent factor model, Permutation invariance
- Dewey Dezimalklassifikation:
- 510 Mathematik
- Zeitschriftentitel:
- Statistics & Probability Letters
- Jahr:
- 2016
- Band / Volume:
- 111
- Jahr / Monat:
- 2016-04
- Quartal:
- 2. Quartal
- Monat:
- Apr
- Seitenangaben Beitrag:
- 60-66
- Sprache:
- en
- Volltext / DOI:
- doi:10.1016/j.spl.2016.01.006
- WWW:
- ScienceDirect
- Verlag / Institution:
- Elsevier BV
- E-ISSN:
- 0167-7152
- Publikationsdatum:
- 01.04.2016
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