Fix: MvNormal.logp now works with multiple observations. #675
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twiecki
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Feb 8, 2015
Fix: MvNormal.logp now works with multiple observations.
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The function
logpwas working only whenvaluewas a single observation.With this fix the function returns the correct element wise log probability for all observations.
Additional fix:
Since
tauis a precision matrix, we need to take the inverse ofdet(tau).