Enabling sampling with intermediates for ExpandedDistribution
#909
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Currently,
ExpandedDistribution
blocks intermediate values from the base distribution insample_with_intermediates
, i.e., intermediate values cannot be retrieved from sampling and traces whenExpandedDistribution
and, by extension, theplate
primitive is used.The pull request implements
ExpandedDistribution.sample_with_intermediates
under the assumption that batch_shape of intermediate values expands in the same way as for the main sampled value.As of yet, there are not additional tests to verify correctness of the intermediates, though.