
9
Bayesian Factor Ana lysis Based on
Concentration
Yun Cao
Statistical Consulting
Michael Evans
University of Toront o
Irwin Guttman
SUNY at Buffalo
CONTENTS
9.1 Introduction . .. .. .. . . . .. . . .. . . . .. .. .. . .. . . .. . . . . . . . .. . . . . . .. .. . . . . 181
9.2 The Model, Prior and Posterior . .. .. . . . . . .. .. . . . . . .. . . .. . . . .. .. . 183
9.3 Concentration for Factor Analysis Models . .. . . .. . .. .. . . . . . .. . . .. 188
9.4 Inferences and Examples . . . . .. . . .. . . . .. .. . . . .. . . .. . . . .. . . .. . . . . . . 190
9.5 Conclusions . . . .. . . .. . . . .. .. .. . .. . . .. . . . . . . . .. . . . . . .. .. . .