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sampling from beta distribution leads to +Inf logpdf #350

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belledon opened this issue Jan 30, 2021 · 2 comments
Closed

sampling from beta distribution leads to +Inf logpdf #350

belledon opened this issue Jan 30, 2021 · 2 comments

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@belledon
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Currently, it is possible that Gen.random(beta, 0.01, 0.01) samples 0,1 leading to a Inf in the logpdf which in turn leads to nans in associated log scores.

this is due to a problem illustrated over in Distributions.jl JuliaStats/Distributions.jl#1003

not sure if there is much to do, but the source was difficult for me to locate and perhaps it will save someone time.

Given that Inf loglikelihoods should be impossible (not 100% sure), perhaps there can be a check for this a runtime when the logscore is being computed? happy to chip in where possible
@jamesonquinn
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#359

marcoct added a commit that referenced this issue Feb 15, 2021
@marcoct
Merge pull request #359 from jamesonquinn/BetaDistInfIssue350
feaa178 
Avoid Inf from logpdf(::Beta,...) (issue #350)
@marcoct marcoct closed this as completed Feb 15, 2021
@belledon
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sorry just saw this, many thanks!

@yahrMason yahrMason mentioned this issue Jan 24, 2024
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@jamesonquinn @marcoct @belledon