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13 changes: 10 additions & 3 deletions pymc/distributions/multivariate.py
Original file line number Diff line number Diff line change
Expand Up @@ -339,16 +339,23 @@ def rv_op(cls, mean, tau, *, method: str = "cholesky", rng=None, size=None):
)(rng, size, mean, tau)


@_logprob.register
def precision_mv_normal_logp(op: PrecisionMvNormalRV, value, rng, size, mean, tau, **kwargs):
[value] = value
def _precision_mv_normal_logp(value, mean, tau):
k = value.shape[-1].astype("floatX")

delta = value - mean
quadratic_form = delta.T @ tau @ delta
logdet, posdef = _logdet_from_cholesky(nan_lower_cholesky(tau))
logp = -0.5 * (k * pt.log(2 * np.pi) + quadratic_form) + logdet

return logp, posdef


@_logprob.register
def precision_mv_normal_logp(op: PrecisionMvNormalRV, value, rng, size, mean, tau, **kwargs):
[value] = value

logp, posdef = _precision_mv_normal_logp(value, mean, tau)

return check_parameters(
logp,
posdef,
Expand Down