This is an old version, view current version.

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