I’m looking to add an ICAR prior to a model that I’m building. I’ve had success with the following example in STAN: https://github.com/stan-dev/example-models/blob/master/knitr/car-iar-poisson/pois_icar.stan.

Looking through some of the other posts here I think I could implement `icar_normal_lpdf`

as a custom distribution, but what is tripping me up is the following:

// soft sum-to-zero constraint on phi

// more efficient than mean(phi) ~ normal(0, 0.001)

sum(phi) ~ normal(0, 0.001 * N);

Any advice on how to approach this in numpyro?