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hierarchical variances

Open psycharo-zz opened this issue 11 years ago • 0 comments

currently, only constant parents for both gamma and Wishart distributions are supported. This does not allow hierarchical variance modelig e.g. like in http://arxiv.org/abs/1207.1380 It is possible to tackle this problem by sampling methods/non-conjugate models

psycharo-zz avatar Jul 15 '13 13:07 psycharo-zz