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Create a random variable for Horseshoe.

See Horseshoe for more details.



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'.