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.