Does anyone know what the Bayesian
conjugate prior of a
Laplace distribution likelihood is?
Most of the
exponential family of distributions have known conjugate priors but the Laplace is not in the exponential family in general. I've been struggling for a while trying to find information on its conjugate prior but I haven't found anything.
I'm working on a model that would be greatly simplified if I could produce the conjugate for the Laplacian. I am thinking it might be related to the conjugate of the (single-) exponential.