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Apparently we did not define an analytical product between Wishart and WishartFast. WishartFast is just slightly more optimized version of Wishart , which we use for messages. I propose for such a prod we simply convert Wishart to WishartFast and just call the product between two WishartFast objects.
BayesBase.default_prod_rule(::Type{<:Wishart}, ::Type{<:WishartFast}) = PreserveTypeProd(Distribution)
function BayesBase.prod(::PreserveTypeProd{Distribution}, left::Wishart, right::WishartFast)
return prod(PreserveTypeProd(Distribution), convert(WishartFast, left), right)
endWe can put a new product right after this one. And the convert methods are already implemented here, so no extra work required for them.
@Nimrais can you add those and also implement similar for InverseWishartFast?
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