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WishartFromMeanAndMeanLogDeterminant Method
Microsoft Research
Constructs a Wishart distribution with the given mean and mean log determinant.

Namespace: MicrosoftResearch.Infer.Distributions
Assembly: Infer.Runtime (in Infer.Runtime.dll) Version: 2.6.41128.1 (2.6.41128.1)
Syntax
public static Wishart FromMeanAndMeanLogDeterminant(
	PositiveDefiniteMatrix mean,
	double meanLogDet,
	Wishart result = null
)

Parameters

mean
Type: MicrosoftResearch.Infer.MathsPositiveDefiniteMatrix
Desired expected value.
meanLogDet
Type: SystemDouble
Desired expected log determinant.
result (Optional)
Type: MicrosoftResearch.Infer.DistributionsWishart

Return Value

Type: Wishart
A new Wishart distribution.
Remarks
This function is equivalent to maximum-likelihood estimation of a Wishart distribution from data given by sufficient statistics. This function is significantly slower than the other constructors since it involves nonlinear optimization. The algorithm is a generalized Newton iteration, described in "Estimating a Gamma distribution" by T. Minka, 2002.
See Also