Hi,
According to this, we have class
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HMCGibbs combines HMC/NUTS steps with custom Gibbs updates. Gibbs updates must be specified by the user.
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DiscreteHMCGibbs combines HMC/NUTS steps with Gibbs updates for discrete latent variables. The corresponding Gibbs updates are computed automatically.
But is it possible to have both functions within one numpyro model?
Thanks,
Edwin