SimplexBijector tests fails on boundary

[torfjelde]

Bijectors.jl/test/interface.jl

Lines 445 to 449 in 6f05a87

	b = Bijectors.SimplexBijector{1, false}()
	x = rand(dist)
	y = b(x)
	@test b(param(x)) isa TrackedArray
	@test log(abs(det(ForwardDiff.jacobian(b, x)))) ≈ logabsdetjac(b, x)

causes issues because

julia> using Bijectors, ForwardDiff

julia> b = Bijectors.SimplexBijector{false}();

julia> x = [1.0, 0.0];

julia> logabsdetjac(b, x)
36.04365338911715
julia> log(abs(det(ForwardDiff.jacobian(b, x))))  # (✓) Same!
36.04365338911715

julia> x = [0.9999999999999999, 0.0];

julia> logabsdetjac(b, x)
36.04365338911715

julia> log(abs(det(ForwardDiff.jacobian(b, x))))  # (×) Different
35.63818828100899

And [0.9999999999999999, 0.0] is indeed a possible realization from Dirichlet even though it's technically not in the support:

julia> using StableRNGs

julia> dist = Dirichlet([1000 * one(Float64), eps(Float64)]);

julia> rand(StableRNG(2), dist)
2-element Vector{Float64}:
 0.9999999999999999
 0.0
 
julia> insupport(dist, [0.9999999999999999, 0.0])
true