This bijector maps inputs from [-inf, inf] to [0, 1]. The inverse of the bijector applied to a uniform random variable X ~ U(0, 1) gives back a random variable with the Gumbel distribution:

tfb_gumbel(loc = 0, scale = 1, validate_args = FALSE, name = "gumbel")

Arguments

loc

Float-like Tensor that is the same dtype and is broadcastable with scale. This is loc in Y = g(X) = exp(-exp(-(X - loc) / scale)).

scale

Positive Float-like Tensor that is the same dtype and is broadcastable with loc. This is scale in Y = g(X) = exp(-exp(-(X - loc) / scale)).

validate_args

Logical, default FALSE. Whether to validate input with asserts. If validate_args is FALSE, and the inputs are invalid, correct behavior is not guaranteed.

name

name prefixed to Ops created by this class.

Value

a bijector instance.

Details

Y ~ Gumbel(loc, scale) pdf(y; loc, scale) = exp(-( (y - loc) / scale + exp(- (y - loc) / scale) ) ) / scale

See also