Generalized cumulative shrinkage process priors with applications to sparse Bayesian factor analysis.

Bayesian inference Markov chain Monte Carlo exchangeability factor analysis factor dimension shrinkage priors

Journal

Philosophical transactions. Series A, Mathematical, physical, and engineering sciences
ISSN: 1471-2962
Titre abrégé: Philos Trans A Math Phys Eng Sci
Pays: England
ID NLM: 101133385

Informations de publication

Date de publication:
15 May 2023
Historique:
entrez: 27 3 2023
pubmed: 28 3 2023
medline: 28 3 2023
Statut: ppublish

Résumé

The paper discusses shrinkage priors which impose increasing shrinkage in a sequence of parameters. We review the cumulative shrinkage process (CUSP) prior of Legramanti

Identifiants

pubmed: 36970824
doi: 10.1098/rsta.2022.0148
doi:

Types de publication

Journal Article Review

Langues

eng

Sous-ensembles de citation

IM

Pagination

20220148

Auteurs

Sylvia Frühwirth-Schnatter (S)

Department of Finance, Accounting and Statistics, Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Welthandelsplatz 1, 1020 Vienna, Austria.

Classifications MeSH