Skip to content

IndependentColumnMatrixGaussian


final class IndependentColumnMatrixGaussian(M:Expression<Real[_,_]>, U:Expression<LLT>, v:Expression<Real[_]>) < Distribution<Real[_,_]>

Matrix Gaussian distribution where each column is independent.

Member Variables

Name Description
M:Expression<Real[_,_]> Mean.
U:Expression<LLT> Among-row covariance.
σ2:Expression<Real[_]> Among-column variances.