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Bayesian cumulative shrinkage for infinite factorizations - MaRDI portal

Bayesian cumulative shrinkage for infinite factorizations (Q5127218)

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scientific article; zbMATH DE number 7263825
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Bayesian cumulative shrinkage for infinite factorizations
scientific article; zbMATH DE number 7263825

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    Bayesian cumulative shrinkage for infinite factorizations (English)
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    21 October 2020
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    factor analysis
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    increasing shrinkage
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    multiplicative gamma process
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    spike-and-slab distribution
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