tfp.edward2.MultivariateNormalLinearOperator

Create a random variable for MultivariateNormalLinearOperator.

See MultivariateNormalLinearOperator for more details.

RandomVariable.

Original Docstring for Distribution

Construct Multivariate Normal distribution on R^k.

The batch_shape is the broadcast shape between loc and scale arguments.

The event_shape is given by last dimension of the matrix implied by scale. The last dimension of loc (if provided) must broadcast with this.

Recall that covariance = scale @ scale.T.

Additional leading dimensions (if any) will index batches.

loc Floating-point Tensor. If this is set to None, loc is implicitly 0. When specified, may have shape [B1, ..., Bb, k] where b >= 0 and k is the event size.
scale Instance of LinearOperator with same dtype as loc and shape [B1, ..., Bb, k, k].
validate_args Python bool, default False. Whether to validate input with asserts. If validate_args is False, and the inputs are invalid, correct behavior is not guaranteed.
allow_nan_stats Python bool, default True. If False, raise an exception if a statistic (e.g. mean/mode/etc...) is undefined for any batch member If True, batch members with valid parameters leading to undefined statistics will return NaN for this statistic.
name The name to give Ops created by the initializer.

ValueError if scale is unspecified.
TypeError if not scale.dtype.is_floating