shengbo posted on 03-15-2011 10:50 AM
Hi Team, could I ask a question about adding a Wishart prior on the precision matrix for a 2-dimensional Gaussian distribution of the latent variable. I refer to the mixture of Gaussian example that comes with Infer.net, and try to do as below:
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Variable<Vector> meanEpsilon = Variable.VectorGaussianFromMeanAndPrecision(Vector.Zero(2), PositiveDefiniteMatrix.Identity(2)).Named("meanEpsilon");
Variable<PositiveDefiniteMatrix> precEpsilon = Variable.WishartFromShapeAndScale(1.0, PositiveDefiniteMatrix.Identity(2)).Named("precEpsilon");
Variable<Vector> epsilon = Variable.VectorGaussianFromMeanAndPrecision(meanEpsilon, precEpsilon).Named("epsilon");
I got a problem for the above code. Basically, it says that "precEpsilon" is a wishart rather that a "PositiveDefiniteMatrix". Could you please help me out?
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Thanks and regards,
Shengbo
