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move away from tensorflow_probability #2

@fp-pcmgf

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@fp-pcmgf

suggested replacement code from AI
references pointing at https://jaxns.readthedocs.io/en/latest/examples/mvn_data_mvn_prior.html

from jax import vmap

def mvn_log_prob_fast(X, mu, sigma):
    L = jnp.linalg.cholesky(sigma)  # (K, D, D)
    D = mu.shape[-1]

    # Vectorize over components (K)
    def single_component(L_k, mu_k):
        diff = X - mu_k[None, :]  # (N, D)
        y = solve_triangular(L_k, diff.T, lower=True).T  # (N, D)
        maha = -0.5 * jnp.sum(y**2, axis=-1)  # (N,)
        log_det = jnp.sum(jnp.log(jnp.diag(L_k)))
        return maha - 0.5 * D * jnp.log(2 * jnp.pi) - log_det

    return vmap(single_component, in_axes=(0, 0), out_axes=1)(L, mu)  # (N, K)

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