MultivariateGaussianGaussianDistribution

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final class MultivariateGaussianGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(a:Arg1, μ:Arg2, Σ:Arg3, c:Arg4, ω2:Arg5) < GaussianDistribution<Expression<Real>, Expression<Real>>(box(dot(a, μ) + c), box(dot(a, Σ * a) + ω2))

Gaussian distribution with linear transformation of multivariate Gaussian prior.

Member Variables

Name	Description
a:Arg1	Scale.
μ:Arg2	Prior mean.
Σ:Arg3	Prior covariance.
c:Arg4	Offset.
ω2:Arg5	Likelihood variance.