What does the notation $\mathcal{N}(z; \mu, \sigma)$ stand for in statistics? I know that the notation $\mathcal{N}(\mu, \sigma)$ stands for a normal distribution.
But I'm reading the book &quot;An Introduction to Variational Autoencoders&quot; and in it, there is this notation:
$$\mathcal{N}(z; 0, I)$$
What does it mean?
picture of the book:
It means that $z$ has a (multivariate) normal distribution with 0 mean and identity covariance matrix. This essentially means each individual element of the vector $z$ has a standard normal distribution.