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Add CirculantNormal distribution.#1988

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tillahoffmann wants to merge 12 commits intopyro-ppl:masterpyro-ppl/numpyro:masterfrom tillahoffmann:circulanttillahoffmann/numpyro:circulantCopy head branch name to clipboard

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Commits on Feb 25, 2025

• Add CirculantNormal distribution.

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Commits on Feb 26, 2025

• Fix Jacobian of RealFastFourierTransform.

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  76a04d5

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• Add transform to pack and unpack Fourier coefficients.

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• Implement CirculantNormal using transformations.

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• Fix typo in skip reason for test_generated_sample_distribution.

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• Add CirculantNormal example notebook.

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• Fix noqa comment.

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• Reformat circulant_gp example notebook.

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• Fix keyword argument for PackRealFastFourierCoefficientsTransform test.

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Commits on Feb 27, 2025

• Fix batch shape for mean, covariance_row, covariance_matrix.

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• Add analytic KL divergence of diagonal Normal from CirculantNormal.

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• Fix sign bug in _PositiveDefiniteCirculantVector validity check.

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