ly satisfy these requirements is to optimize over a symmetric
positive definite matrix parameter <span class="math inline">\(\boldsymbol{\varSigma}=\mathbf{L}^\top\mathbf{L}\)</span>,
where <span class="math inline">\(\mathbf{L}\)</span> is an upper
triangular matrix whose diagonal element are on the log-scale to ensure
uniqueness of the Cholesky factorization; see <span class="citation">Pinheiro and Bates (1996)</span>. By taking <span class="math display">\[\begin{align*}
\boldsymbol{\Lambda}(\boldsymbol{