Diagonal Multivariate Normal

distreqx.distributions.MultivariateNormalDiag(distreqx.distributions.AbstractMultivariateNormalFromBijector)

Multivariate normal distribution on \(\mathbb{R}^k\) with diagonal covariance.

__init__(loc: float | Array | None = None, scale_diag: float | Array | None = 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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