Raise error when using CircularReparam at observed site (#1856)

* raise error when using circular reparam at observed site

* clean up

Author: fehiepsi

numpyro/infer/reparam.py

@@ -338,6 +338,7 @@ def __call__(self, name, fn, obs):
         if isinstance(support, constraints.independent):
             support = fn.support.base_constraint
         assert support is constraints.circular
+        assert obs is None, "CircularReparam does not support observe statements"
 
         # Draw parameter-free noise.
         new_fn = dist.ImproperUniform(constraints.real, fn.batch_shape, fn.event_shape)

test/infer/test_reparam.py

@@ -378,6 +378,16 @@ def get_actual_probe(loc, concentration):
     assert_allclose(actual_probe, expected_probe, atol=0.1)
 
 
+def test_circular_reparam_no_observe():
+    def model():
+        numpyro.sample("x", dist.VonMises(0, 1), obs=0.5)
+
+    with numpyro.handlers.seed(rng_seed=0):
+        with numpyro.handlers.reparam(config={"x": CircularReparam()}):
+            with pytest.raises(AssertionError, match="not support observe"):
+                model()
+
+
 _unconstrain_reparam = numpyro.infer.util._unconstrain_reparam