Implement Wishart distribution

[alicanb]

I think this will need multivariate polygamma

Task list:

• Multivariate-polygamma
• Distribution

[vishwakftw]

Although slow, I think there can be a naive implementation for the multivariate polygamma functions correct? If the naive implementation is okay, I would be happy to take this up.

[vishwakftw]

The naive implementation would be based on a summation of univariate polygamma functions.

[alicanb]

I'm not sure it would be necessary. If you implement multivariate lgamma naively, autograd should take care of the rest? (Do take the multivariate lgamma up though...)

[vishwakftw]

Ah, yes. Autograd should take up multivariate polygamma. In fact, we can use this as a testing mechanism. Shall I implement multivariate lgamma, if that's fine?