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Main Authors: Hijikata, Keiichiro, Oka, Motonori, Okada, Kensuke
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.03992
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author Hijikata, Keiichiro
Oka, Motonori
Okada, Kensuke
author_facet Hijikata, Keiichiro
Oka, Motonori
Okada, Kensuke
contents This study presents a scalable Bayesian estimation algorithm for sparse estimation in exploratory item factor analysis based on a classical Bayesian estimation method, namely Bayesian joint modal estimation (BJME). BJME estimates the model parameters and factor scores that maximize the complete-data joint posterior density. The algorithm's scalability is achieved through an alternating optimization scheme that iteratively updates model parameters and latent variables. Simulation studies show that the proposed algorithm has high computational efficiency and accuracy in variable selection over latent factors and the recovery of the model parameters. Moreover, we conducted a real data analysis using large-scale data from a psychological assessment that targeted the Big Five personality traits. This result indicates that the proposed algorithm achieves computationally efficient parameter estimation and extracts the interpretable factor loading structure.
format Preprint
id arxiv_https___arxiv_org_abs_2411_03992
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Sparse Bayesian joint modal estimation for exploratory item factor analysis
Hijikata, Keiichiro
Oka, Motonori
Okada, Kensuke
Methodology
Computation
This study presents a scalable Bayesian estimation algorithm for sparse estimation in exploratory item factor analysis based on a classical Bayesian estimation method, namely Bayesian joint modal estimation (BJME). BJME estimates the model parameters and factor scores that maximize the complete-data joint posterior density. The algorithm's scalability is achieved through an alternating optimization scheme that iteratively updates model parameters and latent variables. Simulation studies show that the proposed algorithm has high computational efficiency and accuracy in variable selection over latent factors and the recovery of the model parameters. Moreover, we conducted a real data analysis using large-scale data from a psychological assessment that targeted the Big Five personality traits. This result indicates that the proposed algorithm achieves computationally efficient parameter estimation and extracts the interpretable factor loading structure.
title Sparse Bayesian joint modal estimation for exploratory item factor analysis
topic Methodology
Computation
url https://arxiv.org/abs/2411.03992