Skip to content

MultivariateGaussianGaussianDistribution


final class MultivariateGaussianGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(a:Arg1, μ:Arg2, Σ:Arg3, c:Arg4, ω2:Arg5) < GaussianDistribution<Expression<Real>, Expression<Real>>(box(dot(a, μ) + c), box(dot(a, Σ * a) + ω2))

Gaussian distribution with linear transformation of multivariate Gaussian prior.

Member Variables

Name Description
a:Arg1 Scale.
μ:Arg2 Prior mean.
Σ:Arg3 Prior covariance.
c:Arg4 Offset.
ω2:Arg5 Likelihood variance.