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This is slightly annoying because we can't just re-scale the prior g. What to do? Ideally you'd want to be able to pass in x and s and initialize g at the solution and get the same result back, so you'd need to make it clear that g is a prior on the z-scores not (x, s). It might be easier just to tell the user to do their own scaling.
pass x/s to wrapper and then re-scale the output
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