TuringDirichlet returns non-zero pdf or error outside support

[fernando-duarte]

(moving over from #157 since it seems different enough)

The pdf of TuringDirichlet is not zero for points outside the support, and gives an error for points with negative coordinates.

using Pkg
Pkg.add(Pkg.PackageSpec(name="Distributions", version="0.24.15"))
Pkg.add(Pkg.PackageSpec(url="https://github.com/TuringLang/DistributionsAD.jl", rev="master"))
using Distributions, DistributionsAD

# test pdf of Dirichlet distribution
α = [0.43,0.21]
d = Distributions.Dirichlet(α)
Turing_d = DistributionsAD.TuringDirichlet(α)

x_not_sup = [0.5,0.8] # a point not in the support
x_neg = [-0.5,1.5] # a point not in the support with a negative entry

# Distributions.jl has the desired behavior
Distributions.pdf(d,x_not_sup) # returns 0.0
Distributions.pdf(d,x_neg)  # returns 0.0

# DistributionsAD.jl gives a different answer
DistributionsAD.pdf(Turing_d,x_not_sup) # a non-zero number
DistributionsAD.pdf(Turing_d,x_neg) # throws an error

Thanks!
Fernando

[fernando-duarte]

Hi! Wondering if this issue made sense or if I should provide more info.

Does it look somewhat easy to solve so that it makes sense that I wait for a fix? Or should I try to figure out a way around it assuming it is not fixable in a reasonable amount of time?

Thanks!

[fernando-duarte]

Hi, wondering if there are any updates regarding a fix or if I should try to find another package or way to do it without DistributionsAD.jl.
Thank you.

[yebai]

Thanks, @fernando-duarte for raising this issue. @torfjelde Could you take a look at this issue, please?

[yebai]

Fixed by #173. The fix will become available after JuliaRegistries/General#38066 is merged.

[fernando-duarte]

Thank you very much!