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Order-invariant prior specification in Bayesian factor analysis

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  • Leung, Dennis
  • Drton, Mathias

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.

Suggested Citation

  • Leung, Dennis & Drton, Mathias, 2016. "Order-invariant prior specification in Bayesian factor analysis," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 60-66.
    • Handle: RePEc:eee:stapro:v:111:y:2016:i:c:p:60-66
    DOI: 10.1016/j.spl.2016.01.006
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    References listed on IDEAS

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    Cited by:

    1. Mohsen Maleki & Darren Wraith, 2019. "Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework," Computational Statistics, Springer, vol. 34(3), pages 1039-1053, September.

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