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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