Concepedia

Bayesian Factor Models

Bayesian Factor Models is a statistical modeling framework within the class of factor models that incorporates Bayesian inference to estimate latent factors and model parameters, distinguishing itself by the use of prior distributions and posterior updating to account for uncertainty in factor structure and loading estimates.

198

Publications

12.9K

Citations

452

Authors

275

Institutions

Publications per year

2017–2026

51

Variants

Bayesian Factor Model

Parents

Publications

198

Default Bayes factors for ANOVA designs

Jeffrey N. Rouder, Richard D. Morey, Paul L. Speckman et al. · Journal of Mathematical Psychology · 2012 · 1.9K citations · Full text

, , +9

International Business Cycles: World, Region, and Country-Specific Factors

M. Ayhan Köse, Christopher Otrok, Charles H. Whiteman · American Economic Review · 2003 · 1.2K citations

, , +17

Bayesian Dynamic Factor Models and Portfolio Allocation

Omar Aguilar, Mike West · Journal of Business and Economic Statistics · 2000 · 450 citations

, , +14

Sparse Bayesian infinite factor models

Anirban Bhattacharya, David B. Dunson · Biometrika · 2011 · 437 citations · Full text

, , +15

The foundations of factor analysis

David J. Bartholomew · Biometrika · 1984 · 420 citations

, , +15

1–5 of 198

Authors

452

  1. DB
    David B. Dunson

    Duke University, United States

    5 publications · 613 citations

    5

    h-index

  2. SL
    Sik‐Yum Lee

    Chinese University of Hong Kong, Hong Kong SAR China

    5 publications · 248 citations

    5

    h-index

  3. GK
    Gary Koop

    University of Strathclyde, United Kingdom

    4 publications · 508 citations

    4

    h-index

  4. SK
    Sylvia Kaufmann

    National Bank of Austria, Austria

    4 publications · 106 citations

    4

    h-index

  5. MA
    M. Ayhan Köse

    Brookings Institution, United States

    4 publications · 1.6K citations

    4

    h-index

1–5 of 452

Institutions

275

  1. Duke University

    Durham, United States

    13 h-index

    35 publications

    2.6K citations

  2. International Monetary Fund

    Washington D.C., United States

    7 h-index

    7 publications

    1.4K citations

  3. University of Cambridge

    Cambridge, United Kingdom

    6 h-index

    12 publications

    463 citations

  4. BI Norwegian Business School

    Oslo, Norway

    5 h-index

    8 publications

    495 citations

  5. University of Chicago

    Chicago, United States

    5 h-index

    13 publications

    611 citations

  6. Tinbergen Institute

    Rotterdam, The Netherlands

    5 h-index

    5 publications

    202 citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    5 publications

    494 citations

  8. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    5 h-index

    8 publications

    396 citations

1–8 of 275

Venues

  1. SSRN Electronic Journal

    Repository · 20 publications · 774 citations

    14

    h-index

  2. Psychometrika

    9 publications · 468 citations

    9

    h-index

  3. arXiv (Cornell University)

    Repository · 6 publications · 178 citations

    6

    h-index

  4. Journal of Applied Econometrics

    5 publications · 596 citations

    5

    h-index

  5. BMC Bioinformatics

    4 publications · 162 citations

    4

    h-index

1–5