Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with wishart-distribution
Search options questions only
not deleted
user 71358
The Wishart distribution is a common matrix distribution on square symmetric semi-definite matrices.
5
votes
1
answer
620
views
Transformation of Inverse Wishart
Let $\Sigma$ be an $p\times p$ dimensional covariance matrix that is distributed Inverse Wishart with degrees of freedom $\nu$ and Prior scale matrix $\Psi$ such that we write $\Sigma \sim W^{-1}(\nu, …
- 988
4
votes
0
answers
197
views
Marginal Distribution of Matrix Normal with Two Inverse Wisharts
Say I have a Matrix-Normal distribution and two Inverse Wishart Distributions
$$X \sim MN_{p\times n}(0, \Sigma, \Omega)$$
$$ \Sigma \sim IW(a, A) $$
$$ \Omega \sim IW(b, B)$$
where $a$ and $b$ are d …
- 988