function logpdf_lazy_linear_matrix_normal_inverse_wishart_matrix_gaussian(X:Expression<Real[_,_]>, A:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, C:Expression<Real[_,_]>, Ψ:Expression<LLT>, k:Expression<Real>) -> Expression<Real>

Observe a Gaussian variate with linear transformation of a matrix-normal-inverse-Wishart prior.

  • X: The variate.
  • A: Scale.
  • N: Prior precision times mean matrix.
  • Λ: Prior precision.
  • C: Offset.
  • Ψ: Prior variance shape.
  • k: Prior degrees of freedom.

Returns: the log probability density.