Fast Variational Inference for Bayesian Factor Analysis in Single and Multi-Study Settings
单研究与多研究贝叶斯因子分析的快速变分推断
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of studies, observations, or measured variables increase. To address this issue, we propose variational inference algorithms to approximate the posterior distribution of Bayesian latent factor models using the multiplicative gamma process…