downdate_linear_matrix_normal_inverse_gamma_matrix_gaussian
function downdate_linear_matrix_normal_inverse_gamma_matrix_gaussian(X:Real[_,_], A:Real[_,_], N':Real[_,_], Λ':LLT, C:Real[_,_], α':Real, γ':Real[_]) -> (Real[_,_], LLT, Real, Real[_])
Downdate the parameters of a Gaussian variate with linear transformation of matrix-normal-inverse-gamma prior.
- x: The variate.
- A: Scale.
- N': Posterior precision times mean matrix.
- Λ': Posterior precision.
- C: Offset.
- α': Posterior variance shape.
- γ': Posterior squared sum accumulators.
Returns: the prioor hyperparameters N
, Λ
, α
and γ
.