A Bayesian Approach to Factor Analysis via Comparing Prior and Posterior Concentration
We consider a factor analysis model that arises as some distribution form known up to first and second moments. We propose a new Bayesian approach to determine if any latent factors exist and the number of factors. As opposed to current Bayesian methodology for factor analysis, our approach only req...
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| Language: | en_ca |
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2010
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| Online Access: | http://hdl.handle.net/1807/24698 |