Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Roberto Casarin, Antonio Peruzzi

Ngôn ngữ: eng

Ký hiệu phân loại: 220.77 Commentaries with text

Thông tin xuất bản: 2024

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 204776

Comment: Comment on arXiv:2301.06459 with DOI 10.1214/24-BA1423The techniques suggested in Fr\"uhwirth-Schnatter et al. (2024) concern sparsity and factor selection and have enormous potential beyond standard factor analysis applications. We show how these techniques can be applied to Latent Space (LS) models for network data. These models suffer from well-known identification issues of the latent factors due to likelihood invariance to factor translation, reflection, and rotation (see Hoff et al., 2002). A set of observables can be instrumental in identifying the latent factors via auxiliary equations (see Liu et al., 2021). These, in turn, share many analogies with the equations used in factor modeling, and we argue that the factor loading restrictions may be beneficial for achieving identification.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH