Parsimonious Bayesian Factor Analysis when the Number of Factors is Unknown
By Hedibert Freitas Lopes. 2010
68 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/8395ee6c5707688ba79e898e4e9509fb2a5c3fd7
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Citations in the corpus
- Sparse Bayesian infinite factor models. (2011, methodology): “A more recent method infers the number of factors by zeroing a subset of the loadings elements using Bayesian variable selection priors [Lucas et al., 2006, Carvalho et al., 2008, Schnatter and Lopes, 2009].”