A discussion of “Sparse Bayesian factor analysis when the number of factors is unknown” by S. Frühwirth-Schnatter, D. Hosszejni, and H. F. Lopes.
with G. Koop Bayesian Analysis 20(1):249-254, 2025.
Niko Hauzenberger
Senior Lecturer, Department of Economics, Strathclyde Business School, University of Strathclyde