Vector-Valued nodes #110
Description
Is Your Feature Request Related to a Problem? Please Describe
Ricardo mentioned that nodes will need to be able to handle vector-valued RVs.
Currently we have not explicitly tested how viable this is with our current setup.
Describe the Solution You'd Like
From a naive standpoint, if we're still sticking to numpyro for the time being, this shouldn't be too much of a teething issue (assuming the form of the RVs is sensible). numpyro distributions all have a batch_size option, which looks like how we'd go about extending a scalar RV to a vector-valued RV.
That however assumes each component of the vector-valued RVs is an IID RV given by the same distribution. If Ricardo wants something more complex, I guess the nodes would need a way of storing all the components of the vector-valued RV, and then combining them into a vector at the appropriate moments.
For now though, I think we work our way up. There are other concerns with making our nodes vector-valued: namely how we implement the moment and sample methods (these will now need to take sums / samples from an appropriate axes of an array).