tf.contrib.distributions.MultivariateNormalCholesky.__init__()

tf.contrib.distributions.MultivariateNormalCholesky.__init__(mu, chol, validate_args=False, allow_nan_stats=True, name='MultivariateNormalCholesky')

Multivariate Normal distributions on R^k.

User must provide means mu and chol which holds the (batch) Cholesky factors, such that the covariance of each batch member is chol chol^T.

Args:

• mu: (N+1)-D floating point tensor with shape [N1,...,Nb, k], b >= 0.
• chol: (N+2)-D Tensor with same dtype as mu and shape [N1,...,Nb, k, k]. The upper triangular part is ignored (treated as though it is zero), and the diagonal must be positive.
• validate_args: Boolean, default False. Whether to validate input with asserts. If validate_args is False, and the inputs are invalid, correct behavior is not guaranteed.
• allow_nan_stats: Boolean, default True. If False, raise an exception if a statistic (e.g. mean/mode/etc...) is undefined for any batch member If True, batch members with valid parameters leading to undefined statistics will return NaN for this statistic.
• name: The name to give Ops created by the initializer.

Raises:

• TypeError: If mu and chol are different dtypes.