Currently our non-notebook examples are manually included in the examples webpage via custom .rst files in tutorial/source/. As the number of examples increases, it would be better to follow NumPyro's approach and generate HTML pages automatically with sphinx_gallery. This would make examples easier t

Summary:

It'd be nice to have a builder pattern for var contexts to make them easy to construct for testing. Something that could be used like this:

MatrixXd m(3, 2); 
...
var_context vc
  = var_context::builder()
    .matrix("a", m)
    .real("f", 2.3)
    .build();

Current Version:

v2.23.0

Per a question asked by a user in the forum, it would be nice to have a tutorial/example for this type of regression. I searched for some examples available and found some nice ones below.

• https://github.com/AsaCooperStickland/Spike_And_Slab with Gibbs sampling
• http://www.batisengul.co.uk/post/spike-and-slab-bayesian-linear-regr

Hi @JavierAntoran @stratisMarkou,

First of all, thanks for making all of this code available - it's been great to look through!

Im currently spending some time trying to work through the Weight Uncertainty in Neural Networks in order to implement Bayes-by-Backprop. I was struggling to understand the difference between your implementation of `Bayes-by-Bac

There are a variety of interesting optimisations that can be performed on kernels of the form

k(x, z) = w_1 * k_1(x, z) + w_2 * k_2(x, z) + ... + w_L k_L(x, z)

A naive recursive implementation in terms of the current Sum and Scaled kernels hides opportunities for parallelism in the computation of each term, and the summation over terms.

Notable examples of kernels with th