Writing lower level C code for model when doing SVI

Hi,

I am using the numpyro library to do SVI. To make my code faster, I want to write some of its parts in lower level C/C++.

What all do I need for this? Do you have any references (or examples) I could use?

Thank you,
Atharva

I found this tutorial Extending JAX with custom C++ and CUDA code | Dan Foreman-Mackey . :slight_smile:

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