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Add `CategoricalMADE`
What does this implement/fix? Explain your changes
This implements a CategoricalMADE
to generelize MNLE to multiple discrete dimensions addressing #1112.
Essentially adapts nflows
's MixtureofGaussiansMADE to autoregressively model categorical distributions.
Does this close any currently open issues?
Fixes #1112
Comments
I have already discussed this with @michaeldeistler.
Checklist
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