# Questions tagged [wishart]

The Wishart distribution is a common matrix distribution on square symmetric semi-definite matrices.

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### Expected value of the log-determinant of a Wishart matrix

Let $\Lambda \sim \mathcal W_D(\nu, \Psi)$, i.e. distributed according to a $D \times D$ dimensional Wishart distribution with mean $\nu \Psi$ and degrees of freedom $\nu$. I would like an expression ...
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### Hyperprior distributions for the parameters (scale matrix and degrees of freedom) of a wishart prior to an inverse covariance matrix

I'm estimating several inverse covariance matrices of a set of measurements across different subpopulations using an wishart prior in jags/rjags/R. Instead of specifying a scale matrix and degrees ...
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### How to sample from a Wishart distribution?

From Wikipedia, we know that $n$, the degrees of freedom, should be larger than $p-1$ where $p$ is the dimension of the scale matrix. Also, from the bottom part of the same article, we see "Bartlett ...
The Inverse-Wishart wikipedia article states that $X \sim \operatorname{Wish}^{-1}(\Psi,\nu)$ if $X^{-1} \sim \operatorname{Wish}(\Psi^{-1},\nu),$ where $\Psi$ and $X$ are $p\times p$. The mean ...
### Expected value of $E[S_{ki}S_{kj}]$ in wishart dist
Some details: We know that the Wishart distribution with $\nu$ degrees of freedom and positive definite $p \times p$ scale matrix $V$, $\mathcal{W}_p(\nu,V)$, has the pdf \$p(S|V,\nu) = \frac{|S|^{(\...