# Estimate parameters of inv-Wishart distribution using Bayesian

by Ding Li   Last Updated July 11, 2019 19:19 PM

$$\Sigma \sim Inv-Wishart_{v}(\Lambda^{-1})$$

Suppose that I have a set of observations of $$\Sigma$$s, I wonder if there is a conjugate way to estimate the value of $$v$$ and $$\Lambda$$ (especially $$\Lambda)$$ using the Bayesian approach? If there is, what priors should be used for $$\Lambda$$, and what is the formula for the posterior?

Any answers or references are highly appreciated!

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