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'
.