3 papers
stat.ME2026
CliPS -- How to identify cluster distributions in Bayesian mixture models
Gertraud Malsiner-Walli, Sylvia Frühwirth-Schnatter, Bettina Grün
We propose the CliPS procedure when fitting Bayesian mixture models in the context of model-based clustering to identify the cluster distributions while simultaneously assessing th…
econ.EM2025
Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis
Darjus Hosszejni, Sylvia Frühwirth-Schnatter
Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-b…
econ.EM2025
The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models
Peter Knaus, Sylvia Frühwirth-Schnatter
Many existing shrinkage approaches for time-varying parameter (TVP) models assume constant innovation variances across time points, inducing sparsity by shrinking these variances t…