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Allow for correlated Gaussians #53

@jackdunger

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@jackdunger

Currently, an ND Gaussian assumes that its arguments are uncorrelated so that the probability is equal to the product of the individual Gaussians. This should be extended to the correlated case:

  • The Gaussian can be initialized using the correlation matrix, from which it could infer the dimensionality
  • The exponent should then be calculated using matrix multiplication

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