David Widmann

The plan is to get rid of DistrubutionsAD rather than adding anything there. Ideally it shouldn't exist but the fixes/workarounds should be moved to Distributions and the AD packages. There...

Seems not completely striaghtforward to update PRs (in particular for new contributors or people who are not very experienced with git), so I think we should not rush this. I...

> In principle I'd agree, but I'm just wondering how likely is it that's actually going to happen ? I don't know, I check old issues and PRs from time...

I don't understand the goal of it, I think number of closed issues or PRs is a terrible metric. I guess I might misunderstand something but it mainly reminds me...

It seems the KL divergence is finite and there's even a simpler form, also for the multivariate generalization: https://rpubs.com/FJRubio/DKLtn The problem is probably the same as in https://github.com/JuliaMath/QuadGK.jl/issues/38. Maybe applying...

Ah, you're right of course, I missed completely that you tried to evaluate in the reverse order. The other more general comments are still valid though. As the linked issue,...

A quick summary of my comments on Slack: I don't think `LocationScale` should support it since it would not be a proper scale anymore and not correspond to the common...

For univariate distributions, calling `pdf` on an array of values is deprecated. Nevertheless it should not throw an error but only display a deprecation warning (if they are enabled).

IMO this is a breaking change and therefore we should make a breaking release. Since people dislike breaking releases of Distributions (https://github.com/JuliaStats/Distributions.jl/issues/1317), we should check if there are any other...

I wonder if it is possible to check if/how breaking this would be for downstream packages. Is there actually any package that relies on `cov` returning a Matrix? I would...