Hi all,

I’ve recently made the switch from PyMC3 to NumPyro for speed reasons, and am loving it so far. A project I was previously working on in PyMC3 required a custom prior distribution on a latent parameter. In PyMC3, I would have set up this model as follows:

```
import pymc3 as pm
def bailerjones_lpdf(L):
def lpdf(r):
return 2*pm.math.log(r) - 3*pm.math.log(L) - (r/L)
return lpdf
L_ = 800 # in parsec
with pm.Model() as model:
r = pm.DensityDist('r', bailerjones_lpdf(L_),
transform = pm.distributions.transforms.Log())
trace = pm.sample()
```

I’m at a loss on how get something like this to work in NumPyro, and can’t find any tutorials. Can anybody point me in the right direction?

Thanks so much!