Stabilize discrete-state prior normalization - #4405
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Summary
float64limitRoot cause
_validated_probability_vector()summed caller-provided probabilities at their original scale. A vector such as[np.finfo(float).max, np.finfo(float).max / 2]contains only finite, non-negative entries, but its sum overflows to infinity. Dividing by that total produces an all-zero prior, and the subsequent filtering recursion fails because no prior mass remains.Fix
Scale the validated and masked vector by its maximum positive entry before summing. The scaled sum is finite and at least one, while all probability ratios and zero support are preserved.
Validation
Added focused regressions through
discrete_forward_backward()andimm_forward_backward()covering state and mode priors at the maximum finitefloat64scale.