Bayesian Nonparametric Factor Analysis via Marginalized Dirichlet Process Column Clustering with Spike-and-Slab Sparsity
通过边际化狄利克雷过程列聚类与尖峰厚尾稀疏先验实现贝叶斯非参数因子分析
We propose a Bayesian nonparametric factor model that infers the number of factors, induces row-wise sparsity, and merges redundant dictionary elements via exact clustering. A Dirichlet process prior is placed on the columns of an overcomplete loading matrix and fully marginalized to an exact Pólya urn, avoiding stick-breaking and auxiliary variables. A spike-and-slab base measure allows entire factors to be exactly zero. The model uniquely combines exact zeros,…