spey.backends.distributions.MultivariateNormal

class spey.backends.distributions.MultivariateNormal(mean: ndarray, cov: ndarray | Callable[[ndarray], ndarray], domain: slice = slice(None, None, None))

Multivariate normal distribution

Parameters:

• mean (np.ndarray) – Mean of the distribution.

• cov (np.ndarray) – Symmetric positive (semi)definite covariance matrix of the distribution.

• domain (slice, default slice(None, None)) – set of parameters to be used within the distribution.

__init__(mean: ndarray, cov: ndarray | Callable[[ndarray], ndarray], domain: slice = slice(None, None, None))

Methods

__init__(mean, cov[, domain])
expected_data()	The expectation value of the Multivariate Normal distribution.
log_prob(value)	Compute log-probability
sample(value, sample_size)	Generate samples

Attributes

mean	Mean of the distribution.
cov	Symmetric positive (semi)definite covariance matrix of the distribution.
domain	Which parameters should be used during the computation of the pdf