Posterior consistency of factor dimensionality in high-dimensional sparse factor models
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Publication:6202918
DOI10.1214/21-ba1261OpenAlexW3154792754MaRDI QIDQ6202918
Publication date: 27 February 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-2/Posterior-Consistency-of-Factor-Dimensionality-in-High-Dimensional-Sparse-Factor/10.1214/21-BA1261.full
covariance matrixfactor modelposterior contraction rateIndian buffet processposterior consistencyfactor dimensionality
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