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
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