Spike and slab Bayesian sparse principal component analysis

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Cites Work

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Incorporating grouping information in Bayesian variable selection with applications in genomics
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\(\alpha\)-variational inference with statistical guarantees
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Spike and slab empirical Bayes sparse credible sets
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The Spike-and-Slab LASSO
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Heterogeneous large datasets integration using Bayesian factor regression
Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior

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