logpdf_lazy_multivariate_gaussian


function logpdf_lazy_multivariate_gaussian(x:Expression<Real[_]>, μ:Expression<Real[_]>, Σ:Expression<LLT>) -> Expression<Real>

Observe a multivariate Gaussian variate.

  • x: The variate.
  • μ: Mean.
  • Σ: Covariance.

Returns: the log probability density.

function logpdf_lazy_multivariate_gaussian(x:Expression<Real[_]>, μ:Expression<Real[_]>, σ2:Expression<Real[_]>) -> Expression<Real>

Observe a multivariate Gaussian distribution with independent elements.

  • x: The variate.
  • μ: Mean.
  • σ2: Variance.

Returns: the log probability density.

function logpdf_lazy_multivariate_gaussian(x:Expression<Real[_]>, μ:Expression<Real[_]>, σ2:Expression<Real>) -> Expression<Real>

Observe a multivariate Gaussian distribution with independent elements of identical variance.

  • x: The variate.
  • μ: Mean.
  • σ2: Variance.

Returns: the log probability density.