update_lazy_gaussian_gaussian


function update_lazy_gaussian_gaussian(x:Expression<Real>, μ:Expression<Real>, σ2:Expression<Real>, s2:Expression<Real>) -> (Expression<Real>, Expression<Real>)

Update the parameters of a Gaussian distribution with a Gaussian likelihood.

  • x: The variate.
  • μ: Prior mean.
  • σ2: Prior variance.
  • s2: Likelihood variance.

Returns: the posterior hyperparameters μ' and σ2'.