update_lazy_linear_matrix_normal_inverse_wishart_multivariate_gaussian


function update_lazy_linear_matrix_normal_inverse_wishart_multivariate_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'.