update_lazy_linear_matrix_normal_inverse_gamma_matrix_gaussian


function update_lazy_linear_matrix_normal_inverse_gamma_matrix_gaussian(X:Expression<Real[_,_]>, A:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, C:Expression<Real[_,_]>, α:Expression<Real>, γ:Expression<Real[_]>) -> (Expression<Real[_,_]>, Expression<LLT>, Expression<Real>, Expression<Real[_]>)

Update the parameters of a Gaussian variate with linear transformation of matrix-normal-inverse-gamma prior.

  • x: The variate.
  • A: Scale.
  • N: Prior precision times mean matrix.
  • Λ: Prior precision.
  • C: Offset.
  • α: Prior variance shape.
  • γ: Prior variance scale accumulators.

Returns: the posterior hyperparameters N', Λ', α' and γ'.