I wish I could be more specific about the problems in the issue description, but I'm having a hard time codifying them. I've gotten singular exceptions, non-PD exceptions, and non-Hermitian matrix exceptions, neither of which seem to have an obvious cause to me.
ERROR: LoadError: PosDefException: matrix is not positive definite; Cholesky factorization failed.
Stacktrace:
[1] checkpositivedefinite at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/factorization.jl:18 [inlined]
[2] cholesky!(::Symmetric{ForwardDiff.Dual{ForwardDiff.Tag{Turing.Core.var"#f#7"{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float6
4},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,
1},Array{Set{DynamicPPL.Selector},1}}}},Float64},DynamicPPL.Model{var"#13#14",(:data,),(),(),Tuple{Adjoint{Float64,Array{Float64,2}}},Tuple{}},DynamicPPL.Sampler{NUTS{Turing.Core.ForwardDiffAD{40},(),AdvancedHMC.DiagEuclideanMetric},Turing.Inference.SamplerState{DynamicPPL.VarInfo{Na
medTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{S
et{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64}}},DynamicPPL.DefaultContext},Float64},Float64,10},Arra
y{ForwardDiff.Dual{ForwardDiff.Tag{Turing.Core.var"#f#7"{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int
64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.S
elector},1}}}},Float64},DynamicPPL.Model{var"#13#14",(:data,),(),(),Tuple{Adjoint{Float64,Array{Float64,2}}},Tuple{}},DynamicPPL.Sampler{NUTS{Turing.Core.ForwardDiffAD{40},(),AdvancedHMC.DiagEuclideanMetric},Turing.Inference.SamplerState{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega)
,Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1
}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64}}},DynamicPPL.DefaultContext},Float64},Float64,10},2}}, ::Val{false}; check::Boo
l) at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/cholesky.jl:219
[3] #cholesky#130 at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/cholesky.jl:344 [inlined]
[4] cholesky at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.5/LinearAlgebra/src/cholesky.jl:344 [inlined] (repeats 2 times)
[5] (::Bijectors.CorrBijector)(::Symmetric{ForwardDiff.Dual{ForwardDiff.Tag{Turing.Core.var"#f#7"{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{In
verseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},
1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64},DynamicPPL.Model{var"#13#14",(:data,),(),(),Tuple{Adjoint{Float64,Array{Float64,2}}},Tuple{}},DynamicPPL.Sampler{NUTS{Turing.Core.ForwardDiffAD{40},(),AdvancedHMC.DiagEuclideanMetric},Turing.Inference.SamplerState{Dyna
micPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{F
loat64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64}}},DynamicPPL.DefaultContext},Float64}
,Float64,10},Array{ForwardDiff.Dual{ForwardDiff.Tag{Turing.Core.var"#f#7"{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tup
le{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array
{Set{DynamicPPL.Selector},1}}}},Float64},DynamicPPL.Model{var"#13#14",(:data,),(),(),Tuple{Adjoint{Float64,Array{Float64,2}}},Tuple{}},DynamicPPL.Sampler{NUTS{Turing.Core.ForwardDiffAD{40},(),AdvancedHMC.DiagEuclideanMetric},Turing.Inference.SamplerState{DynamicPPL.VarInfo{NamedTuple
{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{Dynam
icPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64}}},DynamicPPL.DefaultContext},Float64},Float64,10},2}}) at /hom
e/cameron/.julia/dev/Bijectors/src/bijectors/corr.jl:68
[6] logabsdetjac at /home/cameron/.julia/packages/Bijectors/Fye2h/src/bijectors/corr.jl:101 [inlined]
[7] logpdf_with_trans(::LKJ{Float64,Int64}, ::Symmetric{ForwardDiff.Dual{ForwardDiff.Tag{Turing.Core.var"#f#7"{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillA
rrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:om
ega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64},DynamicPPL.Model{var"#13#14",(:data,),(),(),Tuple{Adjoint{Float64,Array{Float64,2}}},Tuple{}},DynamicPPL.Sampler{NUTS{Turing.Core.ForwardDiffAD{40},(),AdvancedHMC.DiagEuclideanMetric},Turing.Inference.Samp
lerState{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{
}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64}}},DynamicPPL.DefaultCont
ext},Float64},Float64,10},Array{ForwardDiff.Dual{ForwardDiff.Tag{Turing.Core.var"#f#7"{DynamicPPL.VarInfo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{F
loat64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Flo
at64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64},DynamicPPL.Model{var"#13#14",(:data,),(),(),Tuple{Adjoint{Float64,Array{Float64,2}}},Tuple{}},DynamicPPL.Sampler{NUTS{Turing.Core.ForwardDiffAD{40},(),AdvancedHMC.DiagEuclideanMetric},Turing.Inference.SamplerState{DynamicPPL.VarIn
fo{NamedTuple{(:sigma, :omega),Tuple{DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:sigma,Tuple{}},Int64},Array{Product{Continuous,InverseGamma{Float64},FillArrays.Fill{InverseGamma{Float64},1,Tuple{Base.OneTo{Int64}}}},1},Array{DynamicPPL.VarName{:sigma,Tuple{}},1},Array{Float64,1},Ar
ray{Set{DynamicPPL.Selector},1}},DynamicPPL.Metadata{Dict{DynamicPPL.VarName{:omega,Tuple{}},Int64},Array{LKJ{Float64,Int64},1},Array{DynamicPPL.VarName{:omega,Tuple{}},1},Array{Float64,1},Array{Set{DynamicPPL.Selector},1}}}},Float64}}},DynamicPPL.DefaultContext},Float64},Float64,10}
,2}}, ::Bool) at /home/cameron/.julia/dev/Bijectors/src/Bijectors.jl:130