I'm not adding Wishart to this despite it being the (positive-definite) matrix-valued version of Gamma. I'm not sure about others' use cases, but I have never used a Wishart distribution (but certainly a Gamma), so it might be OK to check this off later.
I'm not adding Wishart to this despite it being the (positive-definite) matrix-valued version of Gamma. I'm not sure about others' use cases, but I have never used a Wishart distribution (but certainly a Gamma), so it might be OK to check this off later.