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Implementation of normalising flows and constrained random variable transformations

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Hi! I'm trying to sample the following Turing Model that uses a `MatrixNormal` distribution: ```{julia} using Random, Turing, Bijectors Random.seed!(123) #Estimate a MatrixNormal as simulated here U = rand(LKJ(2, 0.5))...

Hey guys, I really like that you provide this package independently from Turing.jl. I am actually making intensive use of Bijectors.jl for a project that I have called [PiecewiseInference.jl](https://github.com/vboussange/PiecewiseInference.jl/tree/v0.4.0). I...

This is an attempt at implementing a bijector for arbitrary product distributions. Note that this is very much a draft. fix https://github.com/TuringLang/Bijectors.jl/issues/300

> The PR made me wonder whether it would be possible to improve performance of `with_logabsdet_jacobian` for `SimplexBijector` by not performing `transform` and `logabsdetjac` separately when both are requested. Doesn't...

Currently failing, using this to run CI and catch issues. Uses code from https://github.com/TuringLang/Bijectors.jl/pull/240.

The README has a link to both dev and stable docs, but stable one is broken: https://turinglang.org/Bijectors.jl/stable

``` using Bijectors: VecCorrBijector, inverse inverse(VecCorrBijector())([[1.0]]) ``` causes a stack overflow. It may be a non-sense call, but it should error in a more helpful, manageable way.

Let's add Tapir to the Bijectors tests. Related: https://github.com/TuringLang/AdvancedVI.jl/issues/63

See for example https://github.com/TuringLang/Bijectors.jl/actions/runs/9000497684/job/24724777705?pr=304#step:5:396 This was first encountered in #529, which does not touch that part of the code at all, i.e. it seems random. _But_ I haven't been able...

In the following, `B = Bijectors`, `E = Enzyme`, and `C = ChainRulesCore`. We have [`BEExt` in this repository](https://github.com/TuringLang/Bijectors.jl/blob/master/ext/BijectorsEnzymeExt.jl), and [Enzyme.jl defines `ECExt`](https://github.com/EnzymeAD/Enzyme.jl/blob/v0.12.36/ext/EnzymeChainRulesCoreExt.jl), and `B` depends on `C`. The problem...