Sparse bayesian infinite factor models
WebSparse Bayesian infinite factor models Author & abstract Download 43 Citations Related works & more Corrections Author Listed: A. Bhattacharya D. B. Dunson Registered: Abstract We focus on sparse modelling of high-dimensional covariance matrices using Bayesian latent factor models. Web8. dec 2024 · Bayesian inference in factor analytic models has received renewed attention in recent years, partly due to computational advances but also partly to applied focuses …
Sparse bayesian infinite factor models
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Web1. jan 2011 · Sparse Bayesian infinite factor models RePEc Authors: Anirban Bhattacharya Duke University David B Dunson Duke University Abstract and Figures We focus on sparse … Web26. jún 2024 · To handle high-dimensional studies, we extend Multi-study Factor Analysis using a Bayesian approach that imposes sparsity. Specifically, we generalize the sparse Bayesian infinite factor model to multiple studies. We also devise novel solutions for the identification of the loading matrices: we recover the loading matrices of interest ex-post ...
WebSparse factor models have proven to be a very versatile tool for detailed modeling and interpretation of multivariate data, for example in the context of gene expression data … WebSupporting: 2, Mentioning: 448 - SUMMARYWe focus on sparse modelling of high-dimensional covariance matrices using Bayesian latent factor models. We propose a multiplicative gamma process shrinkage prior on the factor loadings which allows introduction of infinitely many factors, with the loadings increasingly shrunk towards zero …
Web1. máj 2024 · We work within a Bayesian framework and pursue the parametric approach of Lucas et al. (2006). We adjust the specification to a dynamic factor model with a sparse factor loading matrix. Sparsity is induced by specifying a point mass–normal mixture prior distribution for the factor loadings, which assigns a positive probability to zero. WebSparse Bayesian infinite factor models BY A. BHATTACHARYA AND D. B. DUNSON Department of Statistical Science, Duke University, Durham, North Carolina 27708-0251, …
Web29. nov 2010 · A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data Y is modeled as a linear superposition, G, of a potentially infinite number of hidden factors, X. The Indian Buffet Process (IBP) is used as a prior on G to incorporate sparsity and to allow the number of latent features to be inferred.
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