Login
- 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
BibTeX