setu.analytical_log_likelihood#

setu.analytical_log_likelihood(x, theta, shift, cov)[source]#

Compute analytical log p(x|theta) for linear Gaussian.

p(x|theta) = N(x; theta + shift, cov)

Parameters:

  • x (Array) – Observation (dim,)

  • theta (Array) – Parameter (dim,)

  • shift (Array) – Mean shift (dim,)

  • cov (Array) – Likelihood covariance (dim, dim)

Return type:

Array

Returns:

Log probability (scalar)