rent version</a>.
</div>
<div id="multivariate-gaussian-process-distribution-cholesky-parameterization" class="section level2">
<h2><span class="header-section-number">22.5</span> Multivariate Gaussian Process Distribution, Cholesky parameterization</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 \mathb