update_lazy_linear_matrix_normal_inverse_wishart_matrix_gaussian
function update_lazy_linear_matrix_normal_inverse_wishart_matrix_gaussian(X:Expression<Real[_,_]>, A:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, C:Expression<Real[_,_]>, V:Expression<LLT>, k:Expression<Real>) -> (Expression<Real[_,_]>, Expression<LLT>, Expression<LLT>, Expression<Real>)
Update the parameters of a Gaussian variate with linear transformation of matrix-normal-inverse-Wishart prior.
- X: The variate.
- A: Scale.
- N: Prior precision times mean matrix.
- Λ: Prior precision.
- C: Offset.
- V: Prior variance shape.
- k: Prior degrees of freedom.
Returns: the posterior hyperparameters N'
, Λ'
, V'
and k'
.