ameterization</h2>
<div id="probability-density-function-29" class="section level3">
<h3><span class="header-section-number">22.5.1</span> Probability Density Function</h3>
<p>If <span class="math inline">\(K,N \in \mathbb{N}\)</span>, <span class="math inline">\(L \in \mathbb{R}^{N \times N}\)</span> is lower
triangular and such that <span class="math inline">\(LL^{\top}\)</span> is positive definite kernel
matrix (implying <span class="math inline">\(L_{n,n} &gt; 0\)</span> for <span class="math inline">\