Recovering Latent Structures after Variational Bayesian Variable Selection: Fit Assessment and Factor-Number Selection in Partially Exploratory Factor Analysis
变分贝叶斯变量选择后的潜在结构恢复:部分探索性因子分析的拟合评估与因子数选择
In partially exploratory factor analysis (PEFA), the loading structure and factor numbers are weakly specified. The regularized variational approximation for partially confirmatory factor analysis (PCFA VA) recovers this structure via Bayesian variable selection, using spike and slab priors to assign inclusion probabilities to unspecified loadings. This research introduces a post selection assessment framework for this approach. We convert converged solutions into covariance…