update_multivariate_dot_gaussian_gaussian

function update_multivariate_dot_gaussian_gaussian(x:Real, a:Real[_], μ:Real[_], Σ:Real[_,_], μ_m:Real, σ2_m:Real) -> (Real[_], Real[_,_])

Update the parameters of a multivariate Gaussian distribution with a univariate Gaussian likelihood and scaling.

  • x: The variate.
  • a: Scale.
  • μ: Prior mean.
  • Σ: Prior variance.
  • μ_m: Marginal mean.
  • σ2_m: Marginal variance.

Returns: the updated parameters μ and Σ.