bayespy.utils.random.gaussian_logpdf

bayespy.utils.random.gaussian_logpdf(yVy, yVmu, muVmu, logdet_V, D)[source]

Log-density of a Gaussian distribution.

\mathcal{G}(\mathbf{y}|\boldsymbol{\mu},\mathbf{V}^{-1})

Parameters:
yVy : ndarray or double

\mathbf{y}^T\mathbf{Vy}

yVmu : ndarray or double

\mathbf{y}^T\mathbf{V}\boldsymbol{\mu}

muVmu : ndarray or double

\boldsymbol{\mu}^T\mathbf{V}\boldsymbol{\mu}

logdet_V : ndarray or double

Log-determinant of the precision matrix, \log|\mathbf{V}|.

D : int

Dimensionality of the distribution.