li>
<li><p><code>scale_identity_multiplier.shape = []</code>.
Additional leading dimensions (if any) will index batches.
If both <code>scale_diag</code> and <code>scale_identity_multiplier</code> are <code>NULL</code>, then
<code>scale</code> is the Identity matrix.</p></li>
</ul>

<p>About VectorLaplace and Vector distributions in TensorFlow</p>
<p>The VectorLaplace is a non-standard distribution that has useful properties.
The marginals Y_1, ..., Y_k are <em>not</em> Laplace random variables, due to
the f