Calls to this function account for nearly 80% of my allocations:
function logPriorGaussian(w,μ,Σ)::Float64
a = MvNormal(μ,Σ)
return log(pdf(a,w))
end
The parameters to the MVN don’t change so I suppose I could define it once outside the main loop and pass it in instead of defining it every time. Other than that, any way to speed this up?