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'
.