As it stands, a significant portion of the SVI tutorial code is written in markdown code blocks, rather than standalone Jupyter cells. When formatted this way, the tutorial's notebook cannot be excecuted and experimented with by the reader. I suggest that the markdown code blocks should be refactored into Jupyter code ce

Summary:

It'd be nice to have a builder pattern for var contexts to make them easy to construct for testing. Something that could be used like this:

MatrixXd m(3, 2); 
...
var_context vc
  = var_context::builder()
    .matrix("a", m)
    .real("f", 2.3)
    .build();

Current Version:

v2.23.0

Ankit Shah and I are trying to use Gen to support a project and would love the addition of a dirichlet distribution

Is your feature request related to a problem? Please describe.
While sales forecasting, it is necessary that the model is given the input about the promotions, special events that are taken care of in the prophet model as the holiday effect. Does orbit support this feature?