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Consider re-writing innovation-based parameterizations of key stochastic processes as numpyro.Distributions #833

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@dylanhmorris

Avoiding the scan in log prob evaluation and using it only in forward sampling is a really nice feature of doing this as true numpyro Distributions, rather than as PyRenew RandomVariables.

Question: does this argue for reimplementing the innovation-based parameterizations in the same way? Do you expect performance implications?

Originally posted by @dylanhmorris in #828

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