Hi I am trying to implement an inference model that is a combination of a multivariate normal model and a hierarchical regression model. Let me describe the problem a bit first: I have two features v1 and v2. Let’s say I know that they are both normally distributed and I already know their means, …

Multivariate normal distribution with dependent covariance and advi

Sina_Mansour_L January 20, 2023, 6:13am 3

P.S. check this issue for a sample code to reproduce the error.

Topic		Replies	Views
Multivariable observables with error covariance Questions	3	444	October 28, 2018
Model multivariate normal with separate means, dimension mismatch error Questions	2	3090	August 7, 2017
Advice for speeding up large multivariate models Questions	17	2213	April 12, 2018
Advice on speeding up multivariate normal calculations Questions	1	2399	May 3, 2018
About set of Multivariate Normal Distributions Questions	2	1187	July 3, 2018