Simon Dupourqué

meh I need virtual internet points pls SKE860f7400827999689de93784b5047f05b2d27957b6a3d6a57a2444734aecac75475364d958bc4b3923cef118bb8c20c1e4e262e84d89ab0deba2cfa9319f7029PTI I love spamming ppl in issues tho

I have the exact same issue ! @fehiepsi Could you elaborate on the use of `collect_fields` ? I can't find relevant entries in the docs

If my understanding is correct, the only way is to run the MCMC step by step and manually trace the parameters of interest

I think you can achieve pretty similar results using the flow reparametrizations that are already implemented : https://num.pyro.ai/en/latest/examples/neutra.html

That's super interesting, I had no idea there would be significant differences between flow reparametrization and proposal. This could be a great addition in the [contributed codebase](https://num.pyro.ai/en/latest/contrib.html) if there is...