Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity

Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity

Statistics and Genomics Seminar
Feb 4, 2016, 04:00 PM - 05:00 PM | 1011 Evans Hall | Canceled
Veronika Rockova, U. of Pennsylvania (Speaker)
Rotational post-hoc transformations have traditionally played a key role in enhancing the interpretability of factor analysis. Regularization methods also serve to achieve this goal by prioritizing sparse loading matrices. In this work, we bridge these two paradigms with a unifying Bayesian framework. Our approach deploys intermediate factor rotations throughout the learning process, greatly...