beanmachine.ppl.inference.proposer.normal_eig module

class beanmachine.ppl.inference.proposer.normal_eig.NormalEig(mean, eig_vals, eig_vecs)

Bases: torch.distributions.distribution.Distribution

A multivariate normal distribution where the covariance is specified through its eigen decomposition

log_prob(value)

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

Parameters

value (Tensor) –

sample(sample_shape=torch.Size([]))

Generates a sample_shape shaped sample or sample_shape shaped batch of samples if the distribution parameters are batched.