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How to learn location and variance of a Gaussian distribution in Mamba where the prior of the location involves the prior of the variance?

Open HarrisonWilde opened this issue 6 years ago • 1 comments

I want to specify a Normal model with sig2 ~ InverseGamma(a, b) and mu ~ Normal(mup, sig2), is this possible? I can achieve the sig2 fine by passing :sig2 => InverseGamma(2,2) for example in my inits but don't know how to achieve mu as I would like.

HarrisonWilde avatar Dec 13 '19 16:12 HarrisonWilde

Maybe I misunderstand but this seems quite simple. Have you looked at the examples? All of them incorporate ideas like this. See for example: https://mambajl.readthedocs.io/en/latest/examples/rats.html

bdeonovic avatar Jan 27 '20 18:01 bdeonovic