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@ordabayevy ordabayevy commented Apr 11, 2022

Provenance tracking implementation in funsor. Here the provenance is the set of (name, point) tuples of RV samples that were in the history of the computations of the tracked term. Substitution results in the multiplication by the density:

>>> logp_x = Provenance(logp_value, {("x", point)})
>>> logp_x(x=point)
logp_value

The Provenance funsor is intended to be used in pyro-ppl/pyro#2893 as a wrapper for ProvenanceTensor.

@ordabayevy ordabayevy added enhancement New feature or request awaiting review labels Apr 12, 2022
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Tests are failing due to the new jax version #594

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