# Questions tagged [wishart]

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

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### Sampling prior covariance matrices - nested sampling

I am trying to fit a multivariate Gaussian with a non-diagonal covariance matrix $\Sigma$ using nested sampling. Usually, in other Bayesian analyses, we would use a Inverse Wishart or LKJ prior on ...
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### Is Wishart distance always positive?

From what is told on page 268 of the Polarimetric Radar Imaging: From Basics To Applications: I have written the following code for wishart distance calculation in Matlab: ...
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### Prior distribution importance in Bayesian inference

I am performing a Bayesian multivariate regression, and therefore I have to construct the prior and the subsequent posterior. But the paper that I am using as a reference, uses a "Uninformative prior"...
If we have a $P\times N$ matrix $\mathbf{A}$ whose elements $A_i$ are samples (in this case, P samples) from a multivariate gaussian distribution in an $N$ dimensional space, we can define the Wishart ...
Let $\Sigma$ be a $p\times p$ positive definite matrix and $\nu>p-1$. I would like to simulate a realization of the Inverse-Wishart distribution $X\sim\mathcal W^{-1}(\Sigma, \nu)$ with the ...