Mark, Without getting too technical, recall that the inverse wishart is a distribution on matrices, and is naturally conjugate to the multivariate normal distribution (i.e. on vectors of random variables.) Generally, this is chosen because posterior computations are simplified and it is easy to sample from this posterior distribution.
What you're suggesting is the Matrix Normal distribution. Since it is not conjugate to the multivariate normal, posterior computations can cause headaches. So while it is *possible* to use such a distribution as a prior, it is cumbersome to work with in practice and requires thinking about some things like correlation and scale in non straightforward ways. -------------- Andy Gewitz, PhD Bioengineering and Therapeutic Sciences University of California, San Francisco On Nov 10, 2016, at 7:57 PM, Mark Sale <ms...@nuventra.com<mailto:ms...@nuventra.com>> wrote: Is it possible to use a normal prior for OMEGA? The default is inverse Wishart, but I'd be interested in using Normal (insuring that it is positive definite) Any ideas? thanks Mark Sale M.D. Vice President, Modeling and Simulation Nuventra Pharma Sciences, Inc. 2525 Meridian Parkway, Suite 280 Durham, NC 27713 Phone (919)-973-0383 ms...@nuventra.com<ms...@kinetigen.com> CONFIDENTIALITY NOTICE The information in this transmittal (including attachments, if any) may be privileged and confidential and is intended only for the recipient(s) listed above. Any review, use, disclosure, distribution or copying of this transmittal, in any form, is prohibited except by or on behalf of the intended recipient(s). If you have received this transmittal in error, please notify me immediately by reply email and destroy all copies of the transmittal.
