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feature request: support for (matrix)-normal-inverse-wishart #1618

@murphyk

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@murphyk

It would be great if you could implement the (M)NIW code we wrote at https://github.com/probml/ssm-jax/blob/main/ssm_jax/distributions.py#L107 as part of core tfd,
so we can avoid issues such as #1617 in the future.

Conjugate Bayesian updating of the parameters (as in https://github.com/probml/ssm-jax/blob/main/ssm_jax/distributions.py#L282) would also be nice :)

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