An Efficient Rotation-Sign-Permutation Algorithm to Solve Rotational Indeterminacy in Bayesian Exploratory Factor Analysis

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Authors: Ricardo Rey-Sáez, Javier Revuelta
Cited by: 0

Abstract

Posterior samples of factor loadings in Bayesian exploratory factor analysis are not directly comparable across MCMC iterations due to rotational indeterminacy. As a result, their posterior means are typically close to zero because they cancel across rotationally equivalent orientations, yielding uninterpretable factor loading estimates. Alignment-based post-processing is therefore required, but existing approaches face a trade-off: exact alignment methods do not scale well beyond low-dimensional settings, whereas scalable alternatives rely on approximations that can reduce accuracy. We introduce an efficient version of the Rotation-Sign-Permutation (RSP) algorithm of Papastamoulis and Ntzoufras (2022) that overcomes these limitations by making exact alignment scalable to a large number of factors. Simulations and empirical examples demonstrate that this algorithm achieves higher alignment accuracy in high-dimensional settings with negligible computational overhead. An optimized C++ implementation is available in the open-source R package BayesianEFA.

Fields of Study & Subjects

Psychometric Methodologies and Testing Statistical Methods and Bayesian Inference Statistical Methods and Applications

Publication details

Publication date
4 March 2026
Language
EN
Document type
Preprint