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Add numerical tests to transformations #5

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yebai opened this issue Sep 28, 2018 · 0 comments
Open

Add numerical tests to transformations #5

yebai opened this issue Sep 28, 2018 · 0 comments
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enhancement New feature or request help wanted Extra attention is needed

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@yebai
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yebai commented Sep 28, 2018

Migrated from TuringLang/Turing.jl#542

#543 now resolves most of these issues, but there remain a couple of outstanding issues:

A few distributions (Dirichlet, Wishart, InverseWishart) don't have tests to ensure that their link functions are consistent with their logpdf_with_trans implementation. Due to the way that we transform between the constrained and unconstrained representations the Jacobian of the transformation is singular. This isn't a fundamental issue, but I'm not completely sure what the best way to resolve it is beyond directly hacking away at stuff.
The logpdf of the Kolmogorov distribution returns -Inf for x close to zero. I assume this is a numerical stability issue, so I've disabled testing for that for now as it messes everything up, and is probably on the Distributions.jl end.

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