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 :)
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 :)