Robust Bayesian Analysis and its Applications for Factor Analytic Model with Normal Scale Mixing

To down-weight the influence of the distributional deviations and outliers, in this paper, we carry out robust Bayesian analysis for general factor analytic model combined with normal scale mixture model. Gibbs sampler is used to draw random observations from the posterior. Statistical inferences are carried out based on the empirical distribution of these observations. Two real data sets are analyzed to illustrate the effectiveness of the proposed method.