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Multi-chain init to value #1615

@asigot

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@asigot

Hi all,
I'm trying to initialize my MCMC with one or more specific values for each chain. As numpyro.infer.util.init_to_value() doesn’t work for multiple chains and init_params argument takes only unconstrained values, it is possible to implement a function or something similar for multi-chain init to value ?

Thanks a lot!

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