Bayesian Exploratory Factor Anaylsis

I am just getting into Bayesian analysis and it seems I picked the wrong first project.
I am trying to implement the analysis in the paper, “Bayesian Exploratory Factor Analysis” by Conti et. al.

The beauty of the exercise they do is that it allows you to get dedicated factors and also get a posterior distribution for the number of factors.

I was wondering if anyone knows of an implementation of the methods described here somewhere on this board or the internet. It will be very much appreciated.

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Seems like a challenge! Let me know if you make progress as I would also be interested. A couple of things:

  1. Did you try the authors to see if they have code to share?
  2. There is a tutorial that works up to related models in Stan here, which could help you get some of the way there.


Thanks a lot for the reply, @GBrunkhorst .
I actually found the link you posted during my google search so definitely one important resource for the exercise I have in mind.
In fact, the authors of the paper I am trying to replicate, have an R package that does everything in the paper if I am not mistaken, it’s here.
I guess it might make sense, just to work through their code and translate it to PyMc, seeing as this has not already been done.

Very good to know, thanks!