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Feat: Implement Full-Rank VI#720

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gil2rok wants to merge 12 commits intoblackjax-devs:mainblackjax-devs/blackjax:mainfrom gil2rok:fullrank_vigil2rok/blackjax:fullrank_viCopy head branch name to clipboard

+325-2

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Commits on Aug 14, 2024

• fullrank vi first draft

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  cbaff41

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Commits on Aug 16, 2024

• Fix: cholesky factor as flattened PyTree

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• Doc: clarify chol_params order

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• Doc: formatting

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• Enh: compute normal log density with cholesky factor

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  4ea435c

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• Doc: formatting

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• Doc: Clarify Cholesky unflattening

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Commits on Aug 19, 2024

• Fix: Non-jitted full-rank VI works

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• Doc: formatting

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• Fix: Full-rank VI compatible with JIT compilation

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• Doc: formatting

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Commits on Sep 11, 2024

• Tests: Check full-rank covariance matrix

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