WIP implementation of multivariate normal distribution#52

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tbrx wants to merge 20 commits intomasterfrom

multivariate-normal

Commits on Dec 28, 2017

WIP commit of multivariate normal distribution. Doesn't support batched covariance matrices at all.
tbrx
committed
Check MVN shape for tensors as well as variables
tbrx
committed

Commits on Jan 2, 2018

Commits on Jan 19, 2018

Commits on Jan 22, 2018

Merge branch 'master' into multivariate-normal
tbrx
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Added a PositiveDefinite constraint and updated the LowerTriangular constraint
tbrx
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Updated multivariate normal: fixes for entropy, added constraints, added tests
tbrx
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Commits on Jan 25, 2018

Commits on Jan 27, 2018

Commits on Jan 30, 2018