Numpyro Conversion Guide

[kylejcaron]

Tell us about it

Related to issue #1489.

Create a Numpyro conversion guide in the style of the emcee guide.

This conversion guide would highlight a set of tasks of increasing difficulty for converting data from Numpyro to ArviZ, and include labelling event dimensions (see #2441).

This guide should also cover at least the following:

• Passing in a prior predictive
• passing coords
• inferring batch dims + event dims
• passing in posterior predictive
• passing in constant data
• (bonus) passing in prediction constant data and predicting an out of sample group

Thoughts on implementation

The eight schools example here can be extended to cover this.

For inferring event dims, the eight schools example could be reframed as theta = mu + theta_offset where theta_offset ~ ZeroSumNormal(tau) and theta is deterministic.