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Published 20 hours ago • verified publisher icon JuliaStats

`gradlogpdf` for multivariate distributions

Open gdalle opened this issue 3 years ago • 0 comments

Hi there! For my current research, I need to compute the score function, aka. gradlogpdf, for several multivariate distributions. As far as I can tell, it only exists for MvNormal sofar. Would it be easy to extend it to MvLogNormal, and possibly even Product distributions?

gdalle avatar May 05 '22 13:05 gdalle