Diagonal Multivariate Normal

distreqx.distributions.mvn_diag.MultivariateNormalDiag (AbstractMultivariateNormalFromBijector)

Multivariate normal distribution on R^k with diagonal covariance.

__init__(self, loc: Optional[Array] = None, scale_diag: Optional[Array] = None)

Initializes a MultivariateNormalDiag distribution.

Arguments:

• loc: Mean vector of the distribution. If not specified, it defaults to zeros. At least one of loc and scale_diag must be specified.
• scale_diag: Vector of standard deviations. If not specified, it defaults to ones. At least one of loc andscale_diag must be specified.

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