- "Outside of the [beta](https://en.wikipedia.org/wiki/Beta_distribution)-[binomial](https://en.wikipedia.org/wiki/Binomial_distribution) model, the multivariate normal model is likely the most studied Bayesian model in history. Unfortunately, as this [issue](https://github.com/pymc-devs/pymc3/issues/538) shows, `pymc3` cannot (yet) sample from the standard conjugate [normal-Wishart](https://en.wikipedia.org/wiki/Normal-Wishart_distribution) model. Fortunately, `pymc3` *does* support sampling from the [LKJ distribution](http://www.sciencedirect.com/science/article/pii/S0047259X09000876). This post will show how to fit a simple multivariate normal model using `pymc3` with an normal-LKJ prior.\n",
0 commit comments