How do I extract variational posterior on untransformed parameters

Hi @murphyk,
I’m not so familiar with how to extract the unscaled parameters from NumPyro’s MCMC results (@fehiepsi?), but you can take a look at the constraint registry where it looks like interval constraints like [0,50] are transformed using a sigmoid function. If you have a distribution at hand, you can transform via

from numpyro.distributions import biject_to

constrained_samples = my_distribution.sample(...)
transform = biject_to(my_distribution.support)
unconstrained_samples = transform.inv(constrained_samples)