pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.
https://num.pyro.ai
Apache License 2.0
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Verify result of `biject_to` satisfies the constraint. #1770

Closed tillahoffmann closed 3 months ago

tillahoffmann commented 3 months ago

Following on from #1751, this PR adds a test that the result of calling biject_to satisfies the desired constraint. It also updates the correlation matrix constraint to reduce sensitivity to numerical errors. cc @kylejcaron