Module: tfp.experimental.distributions.marginal_fns

Experimental functions to use as marginals for GaussianProcess(es).


mvn_linear_operator module: Multivariate Normal distribution classes.


make_backoff_cholesky(...): Make a function that tries Cholesky then the user-specified function.

make_cholesky_like_marginal_fn(...): Use a Cholesky-like function for GaussianProcess marginal_fn.

make_eigh_marginal_fn(...): Make an eigenvalue decomposition-based marginal_fn.

retrying_cholesky(...): Computes a modified Cholesky decomposition for a batch of square matrices.