FEATURE Request: Option to calibrate multipliers on the error covariance

[maitreyakurumbhati]

Would it be possible to have an added option to calibrate multipliers on the error covariance in Bayesian Inference problems given that we have a specific error covariance structure?

[AakashBS]

This has been added to our list of tasks. A feature will be developed that provides the option to pass in the covariance structure for error, and specify that multipliers on the error covariance must be calibrated.