math display">\[
\rho \sim \mathsf{MultiNormal}(0, \Sigma).
\]</span></p>
<p>The covariance matrix <span class="math inline">\(\Sigma\)</span> acts as a Euclidean metric to rotate
and scale the target distribution; see <span class="citation">Betancourt and Stein (<a href="#ref-Betancourt-Stein:2011">2011</a>)</span> for
details of the geometry.</p>
<p>In Stan, this matrix may be set to the identity matrix (i.e., unit
diagonal) or estimated from warmup draws and optionally restricted to
a diagonal matrix. Th