Bayesian Nonparametric Factor Analysis via Marginalized Dirichlet Process Column Clustering with Spike-and-Slab Sparsity

We propose a Bayesian nonparametric factor model that infers the number of factors, induces row-wise sparsity, and merges redundant dictionary elements via exact clustering. A Dirichlet process prior is placed on the columns of an overcomplete loading matrix and fully marginalized to an exact Pólya