function update_lazy_matrix_normal_inverse_wishart_matrix_gaussian(X:Expression<Real[_,_]>, N:Expression<Real[_,_]>, Λ:Expression<LLT>, V:Expression<LLT>, k:Expression<Real>) -> (Expression<Real[_,_]>, Expression<LLT>, Expression<LLT>, Expression<Real>)

Update the parameters of a Gaussian variate with matrix-normal-inverse-Wishart prior.

  • X: The variate.
  • N: Prior precision times mean matrix.
  • Λ: Prior precision.
  • V: Prior variance shape.
  • k: Prior degrees of freedom.

Returns: the posterior hyperparameters N', Λ', V' and k'.