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Fix infinite recursion in CorrBijector/VecCorrBijector #355

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merged 1 commit into from
Nov 30, 2024
Merged

Fix infinite recursion in CorrBijector/VecCorrBijector #355

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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "Bijectors"
uuid = "76274a88-744f-5084-9051-94815aaf08c4"
version = "0.15.1"
version = "0.15.2"

[deps]
ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"
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12 changes: 6 additions & 6 deletions src/bijectors/corr.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -65,13 +65,13 @@ struct CorrBijector <: Bijector end

with_logabsdet_jacobian(b::CorrBijector, x) = transform(b, x), logabsdetjac(b, x)

function transform(b::CorrBijector, X::AbstractMatrix{<:Real})
function transform(b::CorrBijector, X)
w = cholesky_upper(X)
r = _link_chol_lkj(w)
return r
end

function with_logabsdet_jacobian(ib::Inverse{CorrBijector}, y::AbstractMatrix{<:Real})
function with_logabsdet_jacobian(ib::Inverse{CorrBijector}, y)
U, logJ = _inv_link_chol_lkj(y)
K = size(U, 1)
for j in 2:(K - 1)
Expand All @@ -80,8 +80,8 @@ function with_logabsdet_jacobian(ib::Inverse{CorrBijector}, y::AbstractMatrix{<:
return pd_from_upper(U), logJ
end

logabsdetjac(::Inverse{CorrBijector}, Y::AbstractMatrix{<:Real}) = _logabsdetjac_inv_corr(Y)
function logabsdetjac(b::CorrBijector, X::AbstractMatrix{<:Real})
logabsdetjac(::Inverse{CorrBijector}, Y) = _logabsdetjac_inv_corr(Y)
function logabsdetjac(b::CorrBijector, X)
#=
It may be more efficient if we can use un-contraint value to prevent call of b
It's recommended to directly call
Expand Down Expand Up @@ -135,7 +135,7 @@ function logabsdetjac(b::VecCorrBijector, x)
return -logabsdetjac(inverse(b), b(x))
end

function with_logabsdet_jacobian(::Inverse{VecCorrBijector}, y::AbstractVector{<:Real})
function with_logabsdet_jacobian(::Inverse{VecCorrBijector}, y)
U_logJ = _inv_link_chol_lkj(y)
# workaround for `Tracker.TrackedTuple` not supporting iteration
U, logJ = U_logJ[1], U_logJ[2]
Expand All @@ -146,7 +146,7 @@ function with_logabsdet_jacobian(::Inverse{VecCorrBijector}, y::AbstractVector{<
return pd_from_upper(U), logJ
end

function logabsdetjac(::Inverse{VecCorrBijector}, y::AbstractVector{<:Real})
function logabsdetjac(::Inverse{VecCorrBijector}, y)
return _logabsdetjac_inv_corr(y)
end

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