Currently our non-notebook examples are manually included in the examples webpage via custom .rst files in tutorial/source/. As the number of examples increases, it would be better to follow NumPyro's approach and generate HTML pages automatically with sphinx_gallery. This would make examples easier t

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?