Closed frankschae closed 1 year ago
This minimizes to the following issue:
julia> using StochasticAD
julia> st = stochastic_triple(0.5)
StochasticTriple of Float64:
0.5 + 1.0ε
julia> zero(1 / zero(st)) # should be 0.0 + 0.0ε
StochasticTriple of Float64:
0.0 + NaNε
This is triggered by https://github.com/JuliaStats/PDMats.jl/blob/fff131e11e23403931a42f5bfb3384f0d2b114c9/src/utils.jl#L63.
With #80 we should get this right.
MWE:
Note that
MvNormal(zeros(4), ϕ * Array(Diagonal(rand(4))))
works fine.