Structured prior distributions for the covariance matrix in latent factor models December 9, 3:30pm - December 9, 4:30pm Old Chemistry 116Factor models are widely used for dimension reduction in the analysis of multivariate data. This is achieved through decomposition of a p x p covariance matrix into the sum of two components. Through… read more about Structured prior distributions for the covariance matrix in latent factor models »
Statistical Science