mm.math.MultivariateNormalTriL

math.MultivariateNormalTriL(scale_tril)

Multivariate normal distribution on R^k and parameterized by a (batch of) length-k loc vector (aka “mu”) and a (batch of) k x k scale matrix; covariance = scale @ scale.T where @ denotes matrix-multiplication.

Parameters:
  • loc (Tensor) – if this is set to None, loc is implicitly 0

  • scale_tril (ndarray[Tuple[int, ...], Union[TypeVar(R, float16, float32, float64), TypeVar(C, complex64, complex128), TypeVar(Z, int16, int32, int64), TypeVar(N, uint16, uint32, uint64)]]) – lower-triangular Tensor with non-zero diagonal elements

Returns:

instance of tfp.distributions.MultivariateNormalTriL

Return type:

tfp.distributions.MultivariateNormalTriL