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Fig. B.1

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Influence of the latent dimension q on SVD-MCMC. The top panel shows singular values of the matrix of MILES SSPs. The lower left panel shows the error between filtered credible intervals computed with SVD-MCMC and Full MCMC. The error is measured in the mean Jaccard distance (see equation (B.1)). Beyond q = 15 the error stabilises, signalling converged results. The lower right panel shows the corresponding computation time for SVD-MCMC, where the dashed horizontal line marks the computation time for Full MCMC. In all panels, the vertical dotted line is at q = 15, the value adopted for SVD-MCMC inferences in this work.

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