liesel.goose.iwls_utils.mvn_log_prob

liesel.goose.iwls_utils.mvn_log_prob(x, mean, chol_inv_cov)

Returns the log-density of a multivariate normal distribution.

Parameters:

• x (Any) – The vector of observations.

• mean (Any) – The mean vector.

• chol_inv_cov (Any) – The lower triangular matrix of the Cholesky decomposition of the inverse variance.

Return type:

Any