Hi @dodi56, some Pyro transforms do not implement arbitrary inverse methods, even though they could in principle, because they may be expensive or complicated and are not necessary in typical variational inference applications. From the BlockAutoregressive docs:
The inverse operation is not implemented. This would require numerical inversion, e.g., using a root finding method - a possibility for a future implementation.
There was also another recent forum thread on the same question. As stated there, we do not plan on adding this functionality, so unfortunately you would have to do so yourself.