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ScalarMultivariateGaussian


final class ScalarMultivariateGaussian(μ:Expression<Real[_]>, Σ:Expression<LLT>, σ2:Expression<Real>) < Distribution<Real[_]>

Multivariate Gaussian distribution where the covariance is given as a matrix multiplied by a scalar.

Member Variables

Name Description
μ:Expression<Real[_]> Mean.
Σ:Expression<LLT> Covariance.
σ2:Expression<Real> Covariance scale.