Fig. 5.
Comparison of estimated loading matrix 1 in simulation Case 2 with different choices of α0 and α where Qj0 ∼ MN(Ip, α0Ip, α0Ip) and U = αIp = V. (a) α = 10−4, α0 = 10−4, (b) α = 10−2, α0 = 10−4, (c) FBPFA with α0 = 10−4, (d) BMSFA with α0 = 10−4, (e) α = 10−4, α0 = 10−2, (f) α = 10−2, α0 = 10−2, (g) FBPFA with α0 = 10−2, (h) for BMSFA with α0 = 10−2. True loading matrices are plotted twice in columns 1 for easier comparison with other images.