Order-invariant prior specification in Bayesian factor analysis
Dennis Leung and
Mathias Drton
Statistics & Probability Letters, 2016, vol. 111, issue C, 60-66
Abstract:
Using lower triangular loading matrices in Bayesian factor analysis ensures identifiability but may lead to inferences that depend on how the considered variables are ordered. We show how a standard approach to prior specification can be modified to avoid order-dependence.
Keywords: Exploratory factor analysis; Latent factor model; Permutation invariance (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:111:y:2016:i:c:p:60-66
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DOI: 10.1016/j.spl.2016.01.006
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