Incorrect bijector for heterogeneous Product distribution

[bgroenks96]

As noted in the code, the implementation of bijector for heterogeneous product distributions doesn't make sense. Why is not just Stacked(map(bijector, d.v))?

Here is my fixed version:

function Bijectors.bijector(prod::Product{Continuous})
    D = eltype(prod.v)
    return if Bijectors.has_constant_bijector(D)
        Bijectors.elementwise(bijector(prod.v[1]))
    else
        Bijectors.Stacked(map(bijector, Tuple(prod.v)))
    end
end

[torfjelde]

I believe I did this because the previous version was using the TruncatedBijector and so I didn't want to touch in the PR where I added has_constant_bijector, etc.

The downside with the map approach is that it will be much slower vs. vectorized TruncatedBijector (and UnivariateDistribution should be implementing the minimum and maximum anyways, no?)

[bgroenks96]

I can check again, but I don't think it works when the array of distributions is heterogeneous.

[bgroenks96]

Ok, it actually seems to work... I can't reproduce the behavior I saw before. I'll just assume I did something wrong!