[SciPy-Dev] Matrix normal distribution

Pete Bunch pete.bunch at gmail.com
Mon Oct 12 01:43:22 EDT 2015


Hi scipy folks,

I'd like to propose adding the matrix normal distribution to scipy.stats.

https://github.com/scipy/scipy/pull/5296

It's useful for Bayesian learning of linear systems, especially in
combination with the Wishart and inverse Wishart distributions which were
recently added to stats.

Any comments, questions, criticisms, suggestions?

@drpeteb
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