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

Roberto Casarin, Antonio Peruzzi

The techniques suggested in Frühwirth-Schnatter et al. (2024) concern sparsity and factor selection and have enormous potential beyond standard factor analysis applications. We sho…