psiz.tfp

Module of TensorFlow Probability (tfp) objects.

Modules:

distributions

psiz.tfp.unpack_mvn(dist)

Unpack multivariate normal distribution.

Gracefully handles case where set of multi-variate normal distributions are encapsulated by an Independent distribution by inferring full covariance from the diagonal variance elements.

Parameters:

dist – A set of multi-variate normal distributions.

Returns:

A tuple (loc, cov) where loc is a 2D array of locations and

cov is a 3D array of covariance matrices.