aesara.tensor.random.multivariate_normal

aesara.tensor.random.multivariate_normal#

aesara.tensor.random.multivariate_normal = <aesara.tensor.random.basic.MvNormalRV object>[source]#

A multivariate normal random variable.

The probability density function for multivariate_normal in term of its location parameter \boldsymbol{\mu} and covariance matrix \Sigma is

f(\boldsymbol{x}; \boldsymbol{\mu}, \Sigma) = \det(2 \pi \Sigma)^{-1/2}  \exp\left(-\frac{1}{2} (\boldsymbol{x} - \boldsymbol{\mu})^T \Sigma (\boldsymbol{x} - \boldsymbol{\mu})\right)

where \Sigma is a positive semi-definite matrix.