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16th May 2005 — Bayesian Factor Analysis

Iosifina and Lorenz are going to present a paper that uses Bayesian factor analysis:

The motivation is the reconstruction of the activity profiles of transcription factors (hidden factors) given microarray data for a large set of observed variables.

"Stochastic Determination of the Intrinsic Structure in Bayesian Factor Analysis", Ernest Fokoue, SAMSI Technical Report #2004-17 June 17, 2004.

Iosifina has made her notes available.

If you need crib sheets of matrix identities to follow them, there are many around, such as:

Iain Murray.