I was wondering whether there would an interest to add inference methods which support programs with stochastic support? If yes, I would be willing to add inference methods from the Divide, Conquer, Combine framework. I have implementations of both DCC and SDVI in Pyro but the implementations can be very much classed as "research code". Hence, I would want to start from a clean state to integrate the methods into NumPyro properly.

I'm happy to open a draft PR with an initial implementation, if that is of interest.