Bayesian inference for graphical factor analysis models
Bayesian inference for graphical factor analysis models
复制标题
图解因子分析模型的贝叶斯推理
DOI：
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发表时间：
2001
期刊：
影响因子：
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通讯作者：
E. Stanghellini
中科院分区：
文献类型：
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作者：
Paolo Giudici;E. Stanghellini
我们推广因子分析模型，允许浓度矩阵的残差有非零的非对角元素。由此产生的模型被命名为图形因子分析模型。允许关联结构提供了关于未观察变量未解释的相关性的信息，这些信息可以用于验证性和探索性背景。我们首先给出了这类具有一般因子数的模型的全局可辨识性的一个充分条件，从而推广了Stanghellini（1997）和Vicard（2000）的结果。然后，我们考虑模型比较的问题，并表明，快速本地计算是可能的，如果条件独立图上的残差被限制为可分解和贝叶斯方法被采用。为了实现这一目标，我们提出了一个新的可逆跳MCMC方法来近似所考虑的模型的后验概率。然后，我们研究了75个发展中国家的政治民主的演变，在两个不同的年份基于八项民主措施。
We generalize factor analysis models by allowing the concentration matrix of the residuals to have nonzero off-diagonal elements. The resulting model is named graphical factor analysis model. Allowing a structure of associations gives information about the correlation left unexplained by the unobserved variables, which can be used both in the confirmatory and exploratory context. We first present a sufficient condition for global identifiability of this class of models with a generic number of factors, thereby extending the results in Stanghellini (1997) and Vicard (2000). We then consider the issue of model comparison and show that fast local computations are possible for this purpose, if the conditional independence graphs on the residuals are restricted to be decomposable and a Bayesian approach is adopted. To achieve this aim, we propose a new reversible jump MCMC method to approximate the posterior probabilities of the considered models. We then study the evolution of political democracy in 75 developing countries based on eight measures of democracy in two different years.
DOI：
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发表时间：
1997
期刊：
Journal of the royal statistical society series b-methodological
影响因子：
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作者：
S. Richardson;P. Green;Christian P. Robert;M. Aitkin;David R. Cox;Matthew Stephens;A. Polymenis;W. Gilks;A. Nobile;M. Hodgson;Anthony O'Hagan;N. Longford;A. Dawid;Anthony C. Atkinson;J. Bernardo;J. Besag;Stephen Brooks;S. Byers;A. Raftery;G. Celeux;R. Cheng;W. B. Liu;Yung-Hsin Chien;Edward I. George;N. Cressie;H.-C. Huang;M. Gruet;S. C. Heath;C. Jennison;Andrew B. Lawson;Allan Clark;Geoffrey J. McLachlan;D. Peel;K. Mengersen;A. George;Anne Philippe;Kathryn Roeder;Larry Wasserman;Peter Schlattmann;D. Böhning;D. M. Titterington;H. Tong;M. West
通讯作者：
S. Richardson;P. Green;Christian P. Robert;M. Aitkin;David R. Cox;Matthew Stephens;A. Polymenis;W. Gilks;A. Nobile;M. Hodgson;Anthony O'Hagan;N. Longford;A. Dawid;Anthony C. Atkinson;J. Bernardo;J. Besag;Stephen Brooks;S. Byers;A. Raftery;G. Celeux;R. Cheng;W. B. Liu;Yung-Hsin Chien;Edward I. George;N. Cressie;H.-C. Huang;M. Gruet;S. C. Heath;C. Jennison;Andrew B. Lawson;Allan Clark;Geoffrey J. McLachlan;D. Peel;K. Mengersen;A. George;Anne Philippe;Kathryn Roeder;Larry Wasserman;Peter Schlattmann;D. Böhning;D. M. Titterington;H. Tong;M. West