[This](https://github.com/JuliaStats/Distributions.jl/blob/c9d6c28f415025bf489ac3bec2f8eec46b0eefbd/src/genericrand.jl#L48) fallback method for `rand` in `Distributions.jl` hits [this](https://github.com/JuliaDiff/ChainRules.jl/blob/f13e0a45d10bb13f48d6208e9c9d5b4a52b96732/src/rulesets/Random/random.jl#L25) rule, which is declared non-differentiable. This results in a silent failure, where there ought to be an error if the given AD (in my case Zygote), is unable to handle in-place differentiation.