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

yVyndarray or double: $\mathbf{y}^T\mathbf{Vy}$
yVmundarray or double: $\mathbf{y}^T\mathbf{V}\boldsymbol{\mu}$
muVmundarray or double: $\boldsymbol{\mu}^T\mathbf{V}\boldsymbol{\mu}$
logdet_Vndarray or double: Log-determinant of the precision matrix, $\log|\mathbf{V}|$ .
Dint: Dimensionality of the distribution.