Tutorial / Model Demonstrating limitations of `scan` with `numpyro.plate`
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@sbidari is already working on this.
Since Sep 13, 2024.
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Description
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.
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