search

rlouf / mcx

Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.
https://rlouf.github.io/mcx
Apache License 2.0
324 stars 17 forks source link

Add multivariate normal distribution #51

Closed rlouf closed 4 years ago

rlouf commented 4 years ago

What would one do without the multivariate normal distribution?