Is there a prior distribution of inverse-Wishart in pymc3, I want to estimate the covariance matrix in a multivariate model, so we need to assign a inverse-Wishart prior to the covariance matrix, but not found in pymc,

The inverse-Wishart prior for covariance matrix

Cabbagee June 2, 2018, 7:18am 3

I need an inverse wishart priori, which is mainly used to compare with other methods，basically, it doesn’t consider the performance of it.
but I didn’t find inverse wishart in pymc3,

Topic		Replies	Views
Priors for covariance matrix for multivariate normal Questions	3	596	August 18, 2020
Proposing some new distributions for pymc_extras Development	3	40	April 22, 2025
Covariance matrix inference v5 modeling	5	990	May 17, 2023
Generalised Wishart Processes - stuck with accessing variables in a loop Questions	0	466	August 15, 2019
Getting random variables in my logp function while using pymc_extras.statespace version agnostic development	4	66	January 2, 2025

The inverse-Wishart prior for covariance matrix

Related topics