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

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joeryjoery opened this issue Jul 20, 2023 · 1 comment

joeryjoery commented Jul 20, 2023

Hi,

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

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joeryjoery commented Jul 27, 2023

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.

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