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Allow to collect nested dict keys in mcmc#1905

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fehiepsi merged 3 commits intopyro-ppl:masterfrom
fehiepsi:attr
Nov 14, 2024
Merged

Allow to collect nested dict keys in mcmc#1905
fehiepsi merged 3 commits intopyro-ppl:masterfrom
fehiepsi:attr

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Fixes #1903

@soichiro-hattori I think this should address your usage case. Please see the test as an example.

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LGTM

@fehiepsi fehiepsi merged commit 0a2f6fe into pyro-ppl:master Nov 14, 2024
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'z' values for HMC and NUTS seem to be in the constrained space which is inconsistent with the current docs

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