observe_multivariate_gaussian

function observe_multivariate_gaussian(x:Real[_], μ:Real[_], Σ:Real[_,_]) -> Real

Observe a multivariate Gaussian variate.

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

Returns: the log probability density.

function observe_multivariate_gaussian(x:Real[_], μ:Real[_], σ2:Real) -> Real

Observe a multivariate Gaussian distribution with diagonal covariance.

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

Returns: the log probability density.