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lines changed Original file line number Diff line number Diff line change @@ -2403,10 +2403,16 @@ class ZeroSumNormal(Distribution):
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By default, the last axis is constrained to sum to zero.
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See `zerosum_axes` kwarg for more details.
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+ .. math:
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+
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+ ZSN(\sigma) = N(0, \sigma^2 (I - \tfrac{1}{n}J)
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+ where $J_{ij} = 1$
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+
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Parameters
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----------
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sigma : tensor_like of float
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- Standard deviation (sigma > 0).
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+ Scale parameter (sigma > 0).
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+ It's actually the standard deviation of the underlying, unconstrained Normal distribution.
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Defaults to 1 if not specified.
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For now, ``sigma`` has to be a scalar, to ensure the zero-sum constraint.
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zerosum_axes: list or tuple of strings or integers
Original file line number Diff line number Diff line change @@ -273,8 +273,7 @@ def bounds_fn(*rv_inputs):
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class ZeroSumTransform (RVTransform ):
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"""
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- Constrains the samples of a Normal distribution to sum to zero
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- along the user-provided ``zerosum_axes``.
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+ Constrains any random samples to sum to zero along the user-provided ``zerosum_axes``.
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By default (``zerosum_axes=[-1]``), the sum-to-zero constraint is imposed
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on the last axis.
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"""
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