liesel.goose.iwls_utils.mvn_sample# liesel.goose.iwls_utils.mvn_sample(prng_key, mean, chol_inv_cov)[source]# Samples from the normal distribution based on the Cholesky decomposition of the inverse covariance matrix. Parameters: prng_key (Any) – The key for JAX’ pseudo-random number generator. mean (Any) – The mean vector. chol_inv_cov (Any) – The lower triangular matrix of the Cholesky decomposition of the inverse variance. Return type: Any
