# observe_ridge

function observe_ridge(W:Real[_,_], σ2:Real[_], N:Real[_,_], Λ:LLT, α:Real, γ:Real[_]) -> Real

Observe ridge regression parameters.

• W: Weight matrix.
• σ2: Variance vector.
• N: Prior precision times mean for weights, where each column represents the mean of the weight for a separate output.
• Λ: Common prior precision.
• α: Common prior weight and likelihood covariance shape.
• β: Prior covariance scale accumulators.

Returns: Matrix of weights and vector of variances, where each column in the matrix and element in the vector corresponds to a different output in the regression.