Currently sifting through the documentation, and I’m a little confused about the parameters of `MultivariateNormalDiagPlusLowRank`

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Typically, multivariate normals with low rank covariances are represented as follows

It looks like that is what this class is doing - but I’m a little confused by the parameter names.

Let me try to guess wha the parameters are

`mu = loc`

`U = scale_perturb_factor`

`Lambda = scale_perturb_diag`

`sigma * I = scale_diag`

Is that correct?

But then, what is `scale_identity_multiplier`

?

EDIT: The link in question is here . Thanks for clarifying @gfeldman

P.S. The MathJax support in Discourse is pretty awesome - it would be really cool see that enabled here