Calculate E_q[ln p(x)] where q(x) = MVN(x | mu, Sigma) and p(x) = MVN(x | mu0, Sigma0)

E_q[ln p(x)] where x ~ MVN(mu0, Sigma0) and q(x) = MVN(x | mu, Sigma)

Usage

mvn_E_lpdf(mu0, Sigma0, mu, Sigma)

Arguments

mu0

Mean prior

Sigma0

Covariance prior

mu

Variational mean

Sigma

Variational covariance