mxnet.gluon.probability.distributions.multivariate_normal

Multivariate Normal Distribution

Classes

MultivariateNormal(loc[, cov, precision, ...])

Create a multivaraite Normal distribution object.

class mxnet.gluon.probability.distributions.multivariate_normal.MultivariateNormal(loc, cov=None, precision=None, scale_tril=None, validate_args=None)

Bases: Distribution

Create a multivaraite Normal distribution object.

Parameters:

• loc (Tensor) – mean of the distribution.

• cov (Tensor) – covariance matrix of the distribution

• precision (Tensor) – precision matrix of the distribution

• scale_tril (Tensor) – lower-triangular factor of the covariance

entropy()

Returns entropy of distribution.

log_prob(value)

Returns the log of the probability density/mass function evaluated at value.

property mean

Returns the mean of the distribution.

sample(size=None)

Generates a shape shaped sample.

sample_n(size=None)

Generate samples of (n + parameter_shape) from the distribution.

property variance

Returns the variance of the distribution.