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20222024
most citedGeneralized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis

14 citations · 17 across the 5 of their papers we have counts for

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5 papers

stat.ME2024

Without Pain -- Clustering Categorical Data Using a Bayesian Mixture of Finite Mixtures of Latent Class Analysis Models

Gertraud Malsiner-Walli, Bettina Grün, Sylvia Frühwirth-Schnatter

We propose a Bayesian approach for model-based clustering of multivariate categorical data where variables are allowed to be associated within clusters and the number of clusters i…

stat.ME20232 cited

Dynamic Mixture of Finite Mixtures of Factor Analysers with Automatic Inference on the Number of Clusters and Factors

Margarita Grushanina, Sylvia Frühwirth-Schnatter

Mixtures of factor analysers (MFA) models represent a popular tool for finding structure in data, particularly high-dimensional data. While in most applications the number of clust…

stat.ME202314 cited

Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis

Sylvia Frühwirth-Schnatter

The paper discusses shrinkage priors which impose increasing shrinkage in a sequence of parameters. We review the cumulative shrinkage process (CUSP) prior of Legramanti et al. (20…

stat.ME20231 cited

Sparse Bayesian factor analysis when the number of factors is unknown

Sylvia Frühwirth-Schnatter, Darjus Hosszejni, Hedibert Freitas Lopes

There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonit…

econ.EM2022

Sparse Bayesian State-Space and Time-Varying Parameter Models

Sylvia Frühwirth-Schnatter, Peter Knaus

In this chapter, we review variance selection for time-varying parameter (TVP) models for univariate and multivariate time series within a Bayesian framework. We show how both cont…