function update_lazy_linear_multivariate_normal_inverse_gamma_multivariate_gaussian(x:Expression<Real[_]>, A:Expression<Real[_,_]>, ν: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 normal inverse-gamma distribution with a linear transformation and multivariate Gaussian likelihood.

  • x: The variate.
  • A: Scale.
  • ν: Prior precision times mean.
  • Λ: Prior precision.
  • c: Offset.
  • α: Prior shape of the inverse-gamma.
  • γ: Prior scale accumulator.

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