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22 Distributions over Unbounded Vectors

The unbounded vector probability distributions have support on all of \(\mathbb{R}^K\) for some fixed \(K\).

• Multivariate Normal Distribution
• Multivariate Normal Distribution, Precision Parameterization
• Multivariate Normal Distribution, Cholesky Parameterization
• Multivariate Gaussian Process Distribution
• Multivariate Gaussian Process Distribution, Cholesky parameterization
• Multivariate Student-T Distribution
• Gaussian Dynamic Linear Models