Support for bijective transforms for use in HMC about numpyro HOT 5 CLOSED

See also "constraint support in minipyro" pyro-ppl/pyro#1819
I think you should be able to:

1. fork torch.distributions.constraints
2. fork torch.distributions.transforms
3. use torch.distributions.constraint_registry's biject_to directly (or fork to avoid torch dependency)

from numpyro.

@neerajprad I have not yet worked on this. Feel free to work on this if you want. I am doing on the hmc pr which we discussed yesterday and will work on lax.scan instead. :)

from numpyro.

I'll try to make an initial api for this after adding dirichlet distribution.

from numpyro.

@fehiepsi - have you already started working on this? I think this is a blocker for working on more interesting models.

from numpyro.

@fritzo , we already did this for most constraints. ^^

from numpyro.