gaussian_max_coupling: Maximal coupling of two multivariate Normal distributions
In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings

Sample from maximal coupling of two multivariate Normal distributions, specified through their means and covariance matrices.

1	gaussian_max_coupling(mu1, mu2, Sigma1, Sigma2)

`mu1`	mean of first distribution
`mu2`	mean of second distribution
`Sigma1`	Variance of first distribution
`Sigma2`	Variance of second distribution

lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.

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