Lewandowski-Kurowicka-Joe distribution

In probability theory and Bayesian statistics, the Lewandowski-Kurowicka-Joe distribution, often referred to as the LKJ distribution, is a probability distribution over positive definite symmetric matrices with unit diagonals. == Introduction == The LKJ distribution was first introduced in 2009 in a more general context by Daniel Lewandowski, Dorota Kurowicka, and Harry Joe.

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