diff --git a/src/generic.jl b/src/generic.jl
index b0db552..39cc893 100644
--- a/src/generic.jl
+++ b/src/generic.jl
@@ -280,7 +280,7 @@ function transform_and_logjac(t::VectorTransform, x::AbstractVector)
 end
 
 function inverse(t::VectorTransform, y)
-    inverse!(Vector{inverse_eltype(t, y)}(undef, dimension(t)), t, y)
+    inverse!(fill(inverse_eltype(t, y)(NaN), dimension(t)), t, y)
 end
 
 """
diff --git a/src/special_arrays.jl b/src/special_arrays.jl
index bddfdf9..2114e02 100644
--- a/src/special_arrays.jl
+++ b/src/special_arrays.jl
@@ -52,7 +52,7 @@ function transform_with(flag::LogJacFlag, t::UnitVector, x::AbstractVector, inde
     @unpack n = t
     T = extended_eltype(x)
     r = one(T)
-    y = Vector{T}(undef, n)
+    y = fill(T(NaN), n)
     ℓ = logjac_zero(flag, T)
     @inbounds for i in 1:(n - 1)
         xi = x[index]
@@ -103,7 +103,7 @@ function transform_with(flag::LogJacFlag, t::UnitSimplex, x::AbstractVector, ind
 
     ℓ = logjac_zero(flag, T)
     stick = one(T)
-    y = Vector{T}(undef, n)
+    y = fill(T(NaN), n)
     @inbounds for i in 1:n-1
         xi = x[index]
         index += 1
@@ -177,7 +177,7 @@ function transform_with(flag::LogJacFlag, t::CorrCholeskyFactor, x::AbstractVect
     @unpack n = t
     T = extended_eltype(x)
     ℓ = logjac_zero(flag, T)
-    U = Matrix{T}(undef, n, n)
+    U = fill(T(NaN), n, n)
     @inbounds for col in 1:n
         r = one(T)
         for row in 1:(col-1)
diff --git a/test/utilities.jl b/test/utilities.jl
index 9708363..e1ff533 100644
--- a/test/utilities.jl
+++ b/test/utilities.jl
@@ -59,7 +59,7 @@ Elements (strictly) above the diagonal as a vector.
 function vec_above_diagonal(U::UpperTriangular{T}) where T
     n = size(U, 1)
     index = 1
-    x = Vector{T}(undef, unit_triangular_dimension(n))
+    x = fill(T(NaN), unit_triangular_dimension(n))
     for col in 1:n
         for row in 1:(col-1)
             x[index] = U[row, col]