Ontology highlight
ABSTRACT:
SUBMITTER: Ghosh J
PROVIDER: S-EPMC3755784 | biostudies-literature | 2009 Jun
REPOSITORIES: biostudies-literature
Ghosh Joyee J Dunson David B DB
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20090601 2
Factor analytic models are widely used in social sciences. These models have also proven useful for sparse modeling of the covariance structure in multidimensional data. Normal prior distributions for factor loadings and inverse gamma prior distributions for residual variances are a popular choice because of their conditionally conjugate form. However, such prior distributions require elicitation of many hyperparameters and tend to result in poorly behaved Gibbs samplers. In addition, one must c ...[more]