def cholesky_covariance(x, sample_axis=0, keepdims=False, name=None):
  """
  """
  with tf.compat.v1.name_scope(
      name, 'cholesky_covariance', values=[x, sample_axis]):
    sample_axis = tf.convert_to_tensor(value=sample_axis, dtype=tf.int32)
    cov = covariance(
        x, sample_axis=sample_axis, event_axis=-1, keepdims=keepdims)
    return tf.linalg.cholesky(cov)