Function multivariateNormal

Sample multivariate normal random values with given mean and covariance.

The values are returned with the given shape, along with the final dimension used to represent the n-dimensional multivariate normal factors.

This uses Cholesky decomposition on the covariance matrix.

• key - PRNG key
• mean - Mean vector of shape [..., n]
• cov - Covariance of shape [..., n, n], must be positive-definite
• shape - Result batch shape, must be broadcastable with mean.shape[:-1] and cov.shape[:-2]