Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-based identification such as the positive lower triangular constraint. To fill this gap, we present a counting rule on the number of nonzero factor loadings that is sufficient for achieving generic uniqueness of the variance decomposition in the factor representation. This is formalized in the framework of sparse matrix spaces and some classical elements from graph and network theory. Furthermore, we provide a computationally efficient tool for verifying the counting rule. Our methodology is illustrated for real data in the context of post-processing posterior draws in Bayesian sparse factor analysis.
翻译:尽管要素模型在装货矩阵上很受欢迎,但很少注意正式解决这些模型的可识别性问题,这些模型超出了标准轮换法的识别范围,例如积极的较低三角制约。为填补这一空白,我们提出了非零要素负荷数的计算规则,足以实现要素代表面差异分解的通用独特性,这是在稀少矩阵空间和图表和网络理论的一些古典元素的框架内正式确定的。此外,我们提供了一个计算效率高的工具,用于核实计算规则。我们的方法在巴耶西亚稀有要素分析中用于处理后后后后后后后后附数据。