rbnet.multivariate_normal

Classes

ApproximateMixture(means[, log_weights, ...])	Approximate a mixture of N multivariate normal distributions with a single one by matching moments (equivalent to minimising the KL-divergence or cross-entropy from the mixture to the approximation, and the neg-log-likelihood if means are data points).
MultivariateNormal(loc[, covariance_matrix, ...])	Represents a random variable with a multivariate normal distribution.
PairwiseProduct(mean1, mean2[, cov1, cov2, ...])
Product(means[, covariances, precisions, ...])	Represents the product of N multivariate normal distributions over the same random variable.