Conditional sampling with vmap

[ipashchenko]

Hi!

As discussed in #39 one has to use vmap with numpyro plate. But how to obtain a conditional samples (e.g. on a finer X grid) in that case? In this tutorial it is done as follows (but w/o vmaping):

numpyro.deterministic("pred", gp.condition(y, true_t).gp.loc)

However, I can't get GaussianProcess instance out of the vmap-ed function build_gp (as in #39).

Thanks in advance!
Ilya

[ipashchenko]

Another unclear thing for me with plate and vmap usage in #39 is when I have a different number of observations for each group in a hierarchical model (e.g. lightcurves with different number of data points for different objects). In that case using numpyro.handlers.mask is suggested here. But this implies using the second plate (per-observation). Is there any workaround?