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