<span class="math inline">\(\text{MultiGP}()\)</span>. Note that this function does not take into
account the mean prediction.</p>
</div>
<div id="sampling-statement-50" class="section level3">
<h3><span class="header-section-number">22.5.2</span> Sampling Statement</h3>
<p><code>y ~</code> <strong><code>multi_gp_cholesky</code></strong><code>(L, w)</code></p>
<p>Increment target log probability density with <code>multi_gp_cholesky_lpdf( y | L, w)</code>
dropping constant additive terms.
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