pyro-ppl / numpyro / 39221210714

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fix(infer): fall back to the median in init_to_mean when the mean is not finite (#2370)

Cauchy, HalfCauchy, StudentT with df <= 1 and Pareto with alpha <= 1
have a nan or infinite mean. init_to_mean returned it as is, the
except clause that falls back to init_to_median never ran because
.mean doesn't raise, and initialization failed, e.g. for the eight
schools model with tau ~ HalfCauchy. Replace non-finite entries with
the median, keeping the mean's dtype so the init while_loop carry is
unchanged.

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