[numpyro] Add discussions on model functions in numpyro

See discussion by @jstac in https://github.com/QuantEcon/lecture-python.myst/pull/569#issuecomment-3311078908

NumPyro uses a functional core with an imperative shell: the function here is just a specification (like writing specification down in sympy), and a stack of effect handlers (dynamic, thread-local) reinterprets each numpyro.sample(...) during execution.

When we call mcmc.run(...), the kernel (e.g., NUTS) builds a pure log-density from the model via these handlers and then does the sampling. So the handlers don’t do sampling per sa; they construct the potential function the sampler needs.

It can be a bit much for readers who just want posterior draws, so I can add a few simple notes next to the first NumPyro code cells in the previous lecture to demystify this a little.

Add discussion in the lecture Non-Conjugate Priors where it is first used.

Locate the lecture “Non-Conjugate Priors” and find the first cells using NumPyro. Read the linked discussion, then add explanatory notes about model functions, effect handlers, and how mcmc.run builds the log-density; the rendered lecture should make these concepts clearer to readers.