LinearMultivariateGaussianMultivariateGaussian
final class LinearMultivariateGaussianMultivariateGaussian(A:Expression<Real[_,_]>, m:MultivariateGaussian, c:Expression<Real[_]>, S:Expression<LLT>) < MultivariateGaussian(A * m.μ + c, llt(A * canonical(m.Σ) * transpose(A) + canonical(S)))
Multivariate linear-Gaussian-Gaussian distribution.
Factory Functions
Name | Description |
---|---|
LinearMultivariateGaussianMultivariateGaussian |
Member Variables
Name | Description |
---|---|
A:Expression<Real[_,_]> | Scale. |
m:MultivariateGaussian | Mean. |
c:Expression<Real[_]> | Offset. |
S:Expression<LLT> | Likelihood covariance. |
Factory Function Details
function LinearMultivariateGaussianMultivariateGaussian(A:Expression<Real[_,_]>, μ:MultivariateGaussian, c:Expression<Real[_]>, Σ:Expression<LLT>) -> LinearMultivariateGaussianMultivariateGaussian