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17 changes: 5 additions & 12 deletions pymc/distributions/multivariate.py
Original file line number Diff line number Diff line change
Expand Up @@ -998,8 +998,11 @@ class Wishart(Continuous):

Notes
-----
This distribution is unusable in a PyMC model. You should instead
use LKJCholeskyCov or LKJCorr.
This distribution is not recommended as a prior distribution for MCMC
sampling. Most samplers operate in unconstrained space and proposals
rarely satisfy the symmetric positive definite constraint, causing
sampling to fail or perform poorly. Consider using LKJCholeskyCov or
LKJCorr instead.
"""

rv_op = wishart
Expand All @@ -1009,16 +1012,6 @@ def dist(cls, nu, V, *args, **kwargs):
nu = pt.as_tensor_variable(nu, dtype=int)
V = pt.as_tensor_variable(V)

warnings.warn(
"The Wishart distribution can currently not be used "
"for MCMC sampling. The probability of sampling a "
"symmetric matrix is basically zero. Instead, please "
"use LKJCholeskyCov or LKJCorr. For more information "
"on the issues surrounding the Wishart see here: "
"https://github.com/pymc-devs/pymc/issues/538.",
UserWarning,
)

# mean = nu * V
# p = V.shape[0]
# mode = pt.switch(pt.ge(nu, p + 1), (nu - p - 1) * V, np.nan)
Expand Down