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Tutorial / Model Demonstrating limitations of scan with numpyro.plate #444

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damonbayer opened this issue Sep 12, 2024 · 1 comment
Open

Tutorial / Model Demonstrating limitations of scan with numpyro.plate #444

damonbayer opened this issue Sep 12, 2024 · 1 comment
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@dylanhmorris @sbidari
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🦸‍♀ Supersaurus

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@damonbayer
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Our RandomVariables which use scan cannot be used in a numpyro.plate context (see https://num.pyro.ai/en/stable/primitives.html#scan). However, we can still write reasonable looking models by using numpyro.plate for non-scanning RandomVariables and inputting the results into our vectorized scanning RandomVariables. We should have a tutorial or model to demonstrate this limitation and our workaround.
@damonbayer damonbayer added this to the S Sprint milestone Sep 13, 2024
@dylanhmorris dylanhmorris mentioned this issue Sep 13, 2024
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@dylanhmorris
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I think for deterministic scans we should probably stick with jax.lax.scan but let's discuss in #444

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