update_lazy_linear_multivariate_gaussian_multivariate_gaussian

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function update_lazy_linear_multivariate_gaussian_multivariate_gaussian(x:Expression<Real[_]>, A:Expression<Real[_,_]>, μ:Expression<Real[_]>, Σ:Expression<LLT>, c:Expression<Real[_]>, S:Expression<LLT>) -> (Expression<Real[_]>, Expression<LLT>)

Update the parameters of a multivariate Gaussian distribution with a linear transformation and multivariate Gaussian likelihood.

• x: The variate.
• A: Scale.
• μ: Prior mean.
• Σ: Prior covariance.
• c: Offset.
• S: Likelihood covariance.

Returns: the posterior hyperparameters μ' and Σ'.