raise error when reparameterize lognormal (#1548)

numpyro/infer/reparam.py

@@ -100,6 +100,15 @@ def __init__(self, centered=None, shape_params=()):
 
     def __call__(self, name, fn, obs):
         assert obs is None, "LocScaleReparam does not support observe statements"
+        support = fn.support
+        if isinstance(support, constraints.independent):
+            support = fn.support.base_constraint
+        if support is not constraints.real:
+            raise ValueError(
+                "LocScaleReparam only supports distributions with real "
+                f"support, but got {support} support at site {name}."
+            )
+
         centered = self.centered
         if is_identically_one(centered):
             return fn, obs

test/infer/test_reparam.py

@@ -390,3 +390,12 @@ def model():
     )
     log_det_site = handlers.trace(substituted_model).get_trace()["_x_log_det"]
     assert log_det_site["scale"] == 5.0
+
+
+def test_loc_scale_reparam_raise_for_log_normal():
+    def model():
+        numpyro.sample("x", dist.LogNormal(0, 1))
+
+    reparam_model = handlers.reparam(model, config={"x": LocScaleReparam(0)})
+    with pytest.raises(ValueError, match="LocScaleReparam.*"):
+        handlers.seed(reparam_model, rng_seed=0)()