orm, the diagonal is log-transformed to produce
a fully unconstrained lower-triangular matrix <span class="math inline">\(y\)</span> defined by</p>
<p><span class="math display">\[
y_{m,n} =
\left\{
\begin{array}{cl}
0 &amp; \mbox{if } m &lt; n,
\\
\log z_{m,m} &amp; \mbox{if } m = n, \mbox{ and}
\\
z_{m,n} &amp; \mbox{if } m &gt; n.
\end{array}
\right.
\]</span></p>
</div>
<div id="covariance-matrix-inverse-transform" class="section level3 unnumbered">
<h3>Covariance Matrix Inverse Transform</h3>
<p>The in