* Add entropy for `Independent`, `Expanded`, and `Delta` distributions.

* Fix `__repr__` for `SineSkewed`.

* Add entropy for `InverseGamma` distribution.

* wip(hsgp_nd): add eigen_index function, allow m to take Sequence[int]

wip(hsgp_nd): test list input for m, make dim required arg

wip(hsgp_nd): support batched eigenfunctions, swap dims for m and d

* wip(hsgp_nd): support/test n-d approximations

* doc(hsgp_nd): format ordered lists

doc(hsgp_nd): polish contrib documentation

rm TODO

fix eigenindices docstring

cleanup nb

* fix(hsgp_nd): make python 3.9 happy

* fix(hsgp_nd): make linter happy (space between license and imports)

* fix(stochastic_volatility): legendHandles -> legend_handles

looks like matplotlib snuck in a deprecation here

* test(hsgp_nd): add tests for `_convert_ell` and `eigenindices`

* test(hsgp_nd): specific test for eq 10

…fns (#1808)

…ain (#1811)

* fix(contrib.hsgp): convert matern spectral density to angular frequency

* add scikit-learn to test extras

* fix matern spectral density docstring

* test args from jnp.array -> np.array

* add ARRAY_TYPE, python 3.9 compatible isinstance check

* wip(hsgp_nd): initialize notebook with full gp and approx models

wip(hsgp_nd): writeup results for baseline, add mcmc options

wip(hsbp_nd): complete writeup

docs(numpyro): add hsgp_nd_example

wip(hsgp_nd): patch up example

wip(hsgp_nd): cleanup/re-run nb

wip(hsgp_nd): final cleanup

* chore(hsgp_nd): ruff lint and fmt

* fix(hsgp_nd): fix support comment

* wip(hsgp_nd): debug delta between contrib and local implementations

* example(hsgp_nd): rewrite docs to reference contrib module

* example(hsgp_nd): clarify docs

* add more verbiage and arviz plots

* format and add trace plot for approximation

* fix divergences

* add numpyro install to top of nb

* filter oout tests waiting for next tfp release

* add warning mathc

* fix warnings

* put warnings up

* move warning to top init

* use tree_map

* ignore yet another test

#1818)

* convert looping to twiddling

* convert looping to twiddling

* Add code to reproduce ar2 plot

* use m_t for plot

* make pre-commit happy

* implement mean tracking for loop version

* restore mean tracking in scan version

* memfixes

* fix import

* bugfix

* wrap fn fix

* remove rejit

* fix format

* fix compile behavior

* fix parallel case

* resolve map handling

* fix stochastic_volatility

* fix jit / dummy collection

* fix cjit and donation

* remove _body_fn_wrap

* chore: less than eq constraint

* chore: unit tests for constraints and transforms

* Support vector lengthscales for RBF and Matern kernels

* Use broadcast_shapes to align params

* Remove union shorthand

* Update test/contrib/hsgp/test_approximation.py

Co-authored-by: Juan Orduz <juanitorduz@gmail.com>

* Run make format

* Remove union in isinstance check

---------

Co-authored-by: Sam Anklesaria <anklesaria@utexs.edu>
Co-authored-by: Juan Orduz <juanitorduz@gmail.com>

* update jax.tree_util.tree_foo to jax.tree.foo

* bump minimal jax version to 0.4.25, which supports jax.tree

* fix lint issues

* also fix deprecation warning of using a_min, a_max in jnp.clip

* filter oout tests waiting for next tfp release

* fix issue 1446

* add feddback (not working)

* feedbackl 2

* default handler

* rm prng_key from substitute

* remove class from function

* add pack_fn to UnpackTransform for inverse

* better pack_fn

* allow to use NeuTra with plate

* Fix typo in reparam.py