tf.contrib.distributions.MultivariateNormalDiag

class tf.contrib.distributions.MultivariateNormalDiag

The multivariate normal distribution on R^k.

This distribution is defined by a 1-D mean mu and a 1-D diagonal diag_stdev, representing the standard deviations. This distribution assumes the random variables, (X_1,...,X_k) are independent, thus no non-diagonal terms of the covariance matrix are needed.

This allows for O(k) pdf evaluation, sampling, and storage.