Xianda Sun

I am for start working on integration with Lux (and Reactant because Lux seems to work best with it). I would need to do some experiments before I can give...

Some benchmark: https://gist.github.com/sunxd3/f680959b3f16e61521f1396db5c509bc

yep, `randn` is used at https://github.com/TuringLang/NormalizingFlows.jl/blob/3f07fe54784e795cc3669a78363fc46c4a0cdffb/ext/NormalizingFlowsCUDAExt.jl#L43-L48 The benchmark (https://gist.github.com/sunxd3/f680959b3f16e61521f1396db5c509bc) shows that sampling from MvNormal scales well, but sampling from flows does not yet.

> My only concern is that the sampling function that users get to call is `_device_specific_rand`, which is not very pleasing. I agree, my thought is that for now we...

Another example ```julia using Bijectors using CUDA using Distributions using Random q0_gpu = MvNormal(cu(ones(2))) # reference distribution ts_gpu = reduce(∘, [Bijectors.PlanarLayer(rand(CURAND.default_rng(), 2), rand(CURAND.default_rng(), 2), rand(CURAND.default_rng(), 1)) for _ in 1:2])...

@devmotion 's [comment](https://github.com/tpapp/LogDensityProblemsAD.jl/issues/32#issuecomment-2211742042) on alternatives to dispatching on individual subtypes of `ADGradientWrapper` makes sense to me: I think we could modify `getmodel` and `setmodel` to take an extra argument like...

https://github.com/TuringLang/Turing.jl/blob/3d3c9441a1b02647801cf102a184e34d69115bac/src/experimental/gibbs.jl#L311 (can't seem to review lines that are not changed, so copied permlink) maybe I'm reading this wrong, this feels like we are just throwing away `varinfos[1]`. Should there be...

Chiming in before @torfjelde's reply. My judgement here is that we don't need the API (i.e., `replace_l`), as all it really does is https://github.com/TuringLang/Turing.jl/blob/d40d82b849646d9d5162f89b5f598359acf91ea9/src/mcmc/abstractmcmc.jl#L51 That being said, being able to...

This PR looks ready to merge

I am checking out the `has_static_support` stuff, but it's [removed](https://github.com/TuringLang/DynamicPPL.jl/commit/671620b5a8c93b47138dbfce430046ae55a26f95). Tor are you suggesting some similar mechanism?