downdate_matrix_normal_inverse_gamma
function downdate_matrix_normal_inverse_gamma(X:Real[_,_], N:Real[_,_], Λ:LLT, α':Real, β':Real[_]) -> (Real, Real[_])
Downdate the parameters of a matrix normal-inverse-gamma variate.
- X: The variate.
- N: Precision times mean.
- Λ: Precision.
- α': Posterior variance shape.
- β': Posterior variance scales.
Returns: the prior hyperparameters α
and β
.