LinearMultivariateGaussianGaussian
final class LinearMultivariateGaussianGaussian(a:Expression<Real[_]>, m:MultivariateGaussian, c:Expression<Real>, s2:Expression<Real>) < Gaussian(dot(a, m.μ) + c, dot(a, canonical(m.Σ) * a) + s2)
Multivariate linear-Gaussian-Gaussian distribution.
Factory Functions
Name | Description |
---|---|
LinearMultivariateGaussianGaussian |
Member Variables
Name | Description |
---|---|
a:Expression<Real[_]> | Scale. |
m:MultivariateGaussian | Mean. |
c:Expression<Real> | Offset. |
s2:Expression<Real> | Likelihood covariance. |
Factory Function Details
function LinearMultivariateGaussianGaussian(a:Expression<Real[_]>, μ:MultivariateGaussian, c:Expression<Real>, σ2:Expression<Real>) -> LinearMultivariateGaussianGaussian