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google-deepmind / distrax

Apache License 2.0
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Multivariate Normal from Precision/ Precision Triangular [Feature Request] #246

Open joeryjoery opened 1 year ago

joeryjoery commented 1 year ago

Hi,

Would it be possible to implement a MVN object from a Precision matrix or its cholesky without having to invert this?

joeryjoery commented 1 year ago

I would also be willing to submit a PR for this when I find the time, if the distrax team would be open to this.