The multivariate normal distribution on `R^k`.

Every batch member of this distribution is defined by a mean and a lightweight
covariance matrix `C`.

#### Mathematical details

The PDF of this distribution in terms of the mean `mu` and covariance `C` is:

```
f(x) = (2 pi)^(-k/2) |det(C)|^(-1/2) exp(-1/2 (x - mu)^T C^{-1} (x - mu))
```

For every batch member, this distribution represents `k` random variables
`(X_1,...,X_k)`, with mean `E[X_i] = mu[i]`, and covariance matrix
`C_{ij} := E[(X_i - mu[i])(X_j - mu[j])]`

The user initializes this class by providing the mean `mu`, and a lightweight
definition of `C`:

```
C = SS^T = SS = (M + V D V^T) (M + V D V^T)
M is diagonal (k x k)
V = is shape (k x r), typically r << k
D = is diagonal (r x r), optional (defaults to identity).
```

This allows for `O(kr + r^3)` pdf evaluation and determinant, and `O(kr)`
sampling and storage (per batch member).

#### Examples

A single multi-variate Gaussian distribution is defined by a vector of means
of length `k`, and square root of the covariance `S = M + V D V^T`.  Extra
leading dimensions, if provided, allow for batches.

```python
# Initialize a single 3-variate Gaussian with covariance square root
# S = M + V D V^T, where V D V^T is a matrix-rank 2 update.
mu = [1, 2, 3.]
diag_large = [1.1, 2.2, 3.3]
v = ... # shape 3 x 2
diag_small = [4., 5.]
dist = tf.contrib.distributions.MultivariateNormalDiagPlusVDVT(
    mu, diag_large, v, diag_small=diag_small)

# Evaluate this on an observation in R^3, returning a scalar.
dist.pdf([-1, 0, 1])

# Initialize a batch of two 3-variate Gaussians.  This time, don't provide
# diag_small.  This means S = M + V V^T.
mu = [[1, 2, 3], [11, 22, 33]]  # shape 2 x 3
diag_large = ... # shape 2 x 3
v = ... # shape 2 x 3 x 1, a matrix-rank 1 update.
dist = tf.contrib.distributions.MultivariateNormalDiagPlusVDVT(
    mu, diag_large, v)

# Evaluate this on a two observations, each in R^3, returning a length two
# tensor.
x = [[-1, 0, 1], [-11, 0, 11]]  # Shape 2 x 3.
dist.pdf(x)
```
- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.__init__(mu, diag_large, v, diag_small=None, validate_args=False, allow_nan_stats=True, name='MultivariateNormalDiagPlusVDVT')` {#MultivariateNormalDiagPlusVDVT.__init__}

Multivariate Normal distributions on `R^k`.

For every batch member, this distribution represents `k` random variables
`(X_1,...,X_k)`, with mean `E[X_i] = mu[i]`, and covariance matrix
`C_{ij} := E[(X_i - mu[i])(X_j - mu[j])]`

The user initializes this class by providing the mean `mu`, and a
lightweight definition of `C`:

```
C = SS^T = SS = (M + V D V^T) (M + V D V^T)
M is diagonal (k x k)
V = is shape (k x r), typically r << k
D = is diagonal (r x r), optional (defaults to identity).
```

##### Args:


*  <b>`mu`</b>: Rank `n + 1` floating point tensor with shape `[N1,...,Nn, k]`,
    `n >= 0`.  The means.
*  <b>`diag_large`</b>: Optional rank `n + 1` floating point tensor, shape
    `[N1,...,Nn, k]` `n >= 0`.  Defines the diagonal matrix `M`.
*  <b>`v`</b>: Rank `n + 1` floating point tensor, shape `[N1,...,Nn, k, r]`
    `n >= 0`.  Defines the matrix `V`.
*  <b>`diag_small`</b>: Rank `n + 1` floating point tensor, shape
    `[N1,...,Nn, k]` `n >= 0`.  Defines the diagonal matrix `D`.  Default
    is `None`, which means `D` will be the identity matrix.
*  <b>`validate_args`</b>: `Boolean`, default `False`.  Whether to validate input
    with asserts.  If `validate_args` is `False`,
    and the inputs are invalid, correct behavior is not guaranteed.
*  <b>`allow_nan_stats`</b>: `Boolean`, default `True`.  If `False`, raise an
    exception if a statistic (e.g. mean/mode/etc...) is undefined for any
    batch member If `True`, batch members with valid parameters leading to
    undefined statistics will return NaN for this statistic.
*  <b>`name`</b>: The name to give Ops created by the initializer.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.allow_nan_stats` {#MultivariateNormalDiagPlusVDVT.allow_nan_stats}

Python boolean describing behavior when a stat is undefined.

Stats return +/- infinity when it makes sense.  E.g., the variance
of a Cauchy distribution is infinity.  However, sometimes the
statistic is undefined, e.g., if a distribution's pdf does not achieve a
maximum within the support of the distribution, the mode is undefined.
If the mean is undefined, then by definition the variance is undefined.
E.g. the mean for Student's T for df = 1 is undefined (no clear way to say
it is either + or - infinity), so the variance = E[(X - mean)^2] is also
undefined.

##### Returns:


*  <b>`allow_nan_stats`</b>: Python boolean.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.batch_shape(name='batch_shape')` {#MultivariateNormalDiagPlusVDVT.batch_shape}

Shape of a single sample from a single event index as a 1-D `Tensor`.

The product of the dimensions of the `batch_shape` is the number of
independent distributions of this kind the instance represents.

##### Args:


*  <b>`name`</b>: name to give to the op

##### Returns:


*  <b>`batch_shape`</b>: `Tensor`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.cdf(value, name='cdf', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.cdf}

Cumulative distribution function.

Given random variable `X`, the cumulative distribution function `cdf` is:

```
cdf(x) := P[X <= x]
```

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`cdf`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.copy(**override_parameters_kwargs)` {#MultivariateNormalDiagPlusVDVT.copy}

Creates a deep copy of the distribution.

Note: the copy distribution may continue to depend on the original
intialization arguments.

##### Args:


*  <b>`**override_parameters_kwargs`</b>: String/value dictionary of initialization
    arguments to override with new values.

##### Returns:


*  <b>`distribution`</b>: A new instance of `type(self)` intitialized from the union
    of self.parameters and override_parameters_kwargs, i.e.,
    `dict(self.parameters, **override_parameters_kwargs)`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.dtype` {#MultivariateNormalDiagPlusVDVT.dtype}

The `DType` of `Tensor`s handled by this `Distribution`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.entropy(name='entropy')` {#MultivariateNormalDiagPlusVDVT.entropy}

Shannon entropy in nats.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.event_shape(name='event_shape')` {#MultivariateNormalDiagPlusVDVT.event_shape}

Shape of a single sample from a single batch as a 1-D int32 `Tensor`.

##### Args:


*  <b>`name`</b>: name to give to the op

##### Returns:


*  <b>`event_shape`</b>: `Tensor`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.get_batch_shape()` {#MultivariateNormalDiagPlusVDVT.get_batch_shape}

Shape of a single sample from a single event index as a `TensorShape`.

Same meaning as `batch_shape`. May be only partially defined.

##### Returns:


*  <b>`batch_shape`</b>: `TensorShape`, possibly unknown.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.get_event_shape()` {#MultivariateNormalDiagPlusVDVT.get_event_shape}

Shape of a single sample from a single batch as a `TensorShape`.

Same meaning as `event_shape`. May be only partially defined.

##### Returns:


*  <b>`event_shape`</b>: `TensorShape`, possibly unknown.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.is_continuous` {#MultivariateNormalDiagPlusVDVT.is_continuous}




- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.is_reparameterized` {#MultivariateNormalDiagPlusVDVT.is_reparameterized}




- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.is_scalar_batch(name='is_scalar_batch')` {#MultivariateNormalDiagPlusVDVT.is_scalar_batch}

Indicates that `batch_shape == []`.

##### Args:


*  <b>`name`</b>: The name to give this op.

##### Returns:


*  <b>`is_scalar_batch`</b>: `Boolean` `scalar` `Tensor`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.is_scalar_event(name='is_scalar_event')` {#MultivariateNormalDiagPlusVDVT.is_scalar_event}

Indicates that `event_shape == []`.

##### Args:


*  <b>`name`</b>: The name to give this op.

##### Returns:


*  <b>`is_scalar_event`</b>: `Boolean` `scalar` `Tensor`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.log_cdf(value, name='log_cdf', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.log_cdf}

Log cumulative distribution function.

Given random variable `X`, the cumulative distribution function `cdf` is:

```
log_cdf(x) := Log[ P[X <= x] ]
```

Often, a numerical approximation can be used for `log_cdf(x)` that yields
a more accurate answer than simply taking the logarithm of the `cdf` when
`x << -1`.

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`logcdf`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.log_pdf(value, name='log_pdf', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.log_pdf}

Log probability density function.

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`log_prob`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.

##### Raises:


*  <b>`TypeError`</b>: if not `is_continuous`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.log_pmf(value, name='log_pmf', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.log_pmf}

Log probability mass function.

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`log_pmf`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.

##### Raises:


*  <b>`TypeError`</b>: if `is_continuous`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.log_prob(value, name='log_prob', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.log_prob}

Log probability density/mass function (depending on `is_continuous`).


Additional documentation from `_MultivariateNormalOperatorPD`:

`x` is a batch vector with compatible shape if `x` is a `Tensor` whose
shape can be broadcast up to either:

```
self.batch_shape + self.event_shape
```

or

```
[M1,...,Mm] + self.batch_shape + self.event_shape
```

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`log_prob`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.log_sigma_det(name='log_sigma_det')` {#MultivariateNormalDiagPlusVDVT.log_sigma_det}

Log of determinant of covariance matrix.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.log_survival_function(value, name='log_survival_function', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.log_survival_function}

Log survival function.

Given random variable `X`, the survival function is defined:

```
log_survival_function(x) = Log[ P[X > x] ]
                         = Log[ 1 - P[X <= x] ]
                         = Log[ 1 - cdf(x) ]
```

Typically, different numerical approximations can be used for the log
survival function, which are more accurate than `1 - cdf(x)` when `x >> 1`.

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:

  `Tensor` of shape `sample_shape(x) + self.batch_shape` with values of type
    `self.dtype`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.mean(name='mean')` {#MultivariateNormalDiagPlusVDVT.mean}

Mean.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.mode(name='mode')` {#MultivariateNormalDiagPlusVDVT.mode}

Mode.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.mu` {#MultivariateNormalDiagPlusVDVT.mu}




- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.name` {#MultivariateNormalDiagPlusVDVT.name}

Name prepended to all ops created by this `Distribution`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.param_shapes(cls, sample_shape, name='DistributionParamShapes')` {#MultivariateNormalDiagPlusVDVT.param_shapes}

Shapes of parameters given the desired shape of a call to `sample()`.

Subclasses should override static method `_param_shapes`.

##### Args:


*  <b>`sample_shape`</b>: `Tensor` or python list/tuple. Desired shape of a call to
    `sample()`.
*  <b>`name`</b>: name to prepend ops with.

##### Returns:

  `dict` of parameter name to `Tensor` shapes.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.param_static_shapes(cls, sample_shape)` {#MultivariateNormalDiagPlusVDVT.param_static_shapes}

param_shapes with static (i.e. TensorShape) shapes.

##### Args:


*  <b>`sample_shape`</b>: `TensorShape` or python list/tuple. Desired shape of a call
    to `sample()`.

##### Returns:

  `dict` of parameter name to `TensorShape`.

##### Raises:


*  <b>`ValueError`</b>: if `sample_shape` is a `TensorShape` and is not fully defined.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.parameters` {#MultivariateNormalDiagPlusVDVT.parameters}

Dictionary of parameters used to instantiate this `Distribution`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.pdf(value, name='pdf', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.pdf}

Probability density function.

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`prob`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.

##### Raises:


*  <b>`TypeError`</b>: if not `is_continuous`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.pmf(value, name='pmf', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.pmf}

Probability mass function.

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`pmf`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.

##### Raises:


*  <b>`TypeError`</b>: if `is_continuous`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.prob(value, name='prob', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.prob}

Probability density/mass function (depending on `is_continuous`).


Additional documentation from `_MultivariateNormalOperatorPD`:

`x` is a batch vector with compatible shape if `x` is a `Tensor` whose
shape can be broadcast up to either:

```
self.batch_shape + self.event_shape
```

or

```
[M1,...,Mm] + self.batch_shape + self.event_shape
```

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`prob`</b>: a `Tensor` of shape `sample_shape(x) + self.batch_shape` with
    values of type `self.dtype`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.sample(sample_shape=(), seed=None, name='sample', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.sample}

Generate samples of the specified shape.

Note that a call to `sample()` without arguments will generate a single
sample.

##### Args:


*  <b>`sample_shape`</b>: 0D or 1D `int32` `Tensor`. Shape of the generated samples.
*  <b>`seed`</b>: Python integer seed for RNG
*  <b>`name`</b>: name to give to the op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:


*  <b>`samples`</b>: a `Tensor` with prepended dimensions `sample_shape`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.sigma` {#MultivariateNormalDiagPlusVDVT.sigma}

Dense (batch) covariance matrix, if available.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.sigma_det(name='sigma_det')` {#MultivariateNormalDiagPlusVDVT.sigma_det}

Determinant of covariance matrix.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.std(name='std')` {#MultivariateNormalDiagPlusVDVT.std}

Standard deviation.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.survival_function(value, name='survival_function', **condition_kwargs)` {#MultivariateNormalDiagPlusVDVT.survival_function}

Survival function.

Given random variable `X`, the survival function is defined:

```
survival_function(x) = P[X > x]
                     = 1 - P[X <= x]
                     = 1 - cdf(x).
```

##### Args:


*  <b>`value`</b>: `float` or `double` `Tensor`.
*  <b>`name`</b>: The name to give this op.
*  <b>`**condition_kwargs`</b>: Named arguments forwarded to subclass implementation.

##### Returns:

  Tensor` of shape `sample_shape(x) + self.batch_shape` with values of type
    `self.dtype`.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.validate_args` {#MultivariateNormalDiagPlusVDVT.validate_args}

Python boolean indicated possibly expensive checks are enabled.


- - -

#### `tf.contrib.distributions.MultivariateNormalDiagPlusVDVT.variance(name='variance')` {#MultivariateNormalDiagPlusVDVT.variance}

Variance.


