multivariate normal support

[aeftimia]

Simple implementation of multivariate normal distribution.

multivariate_normal(key, cov, mean*args) = normal(key, *args) * cov + mean

I tried to adhere to current conventions.

#1384

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[aeftimia]

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[mattjj]

Thanks for working on this!

However, this isn't implementing a multivariate Gaussian: in particular, we need to take a covariance matrix as an argument and compute a matrix square root. (Even in the scalar case, you'd need to multiply by the square root of the variance (cov in this PR), not multiply by the variance.)

I left some thoughts in a comment on #1384. If you're interested in following up, can you use those as a starting point? There's also a lot of info on this online, including on Wikipedia and in other numerical libraries.