tfp.edward2.Horseshoe

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Create a random variable for Horseshoe.

See Horseshoe for more details.

RandomVariable.

Original Docstring for Distribution

Construct a Horseshoe distribution with scale.

scale Floating point tensor; the scales of the distribution(s). Must contain only positive values.
validate_args Python bool, default False. When True distribution parameters are checked for validity despite possibly degrading runtime performance. When False invalid inputs may silently render incorrect outputs. Default value: False (i.e., do not validate args).
allow_nan_stats Python bool, default True. When True, statistics (e.g., mean, mode, variance) use the value "NaN" to indicate the result is undefined. When False, an exception is raised if one or more of the statistic's batch members are undefined. Default value: True.
name Python str name prefixed to Ops created by this class. Default value: 'Horseshoe'.