Implementation of quantiles for messenger guides [WIP] #2988
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This PR contributes the implementation of quantiles for messenger guides - which resembles how this is done in AutoNormal. I see certain errors that I don't know how to address (https://github.com/pyro-ppl/pyro/runs/4490764371?check_suite_focus=true#step:5:22410) - namely, the messenger guide tries to expand returned quantiles
new.v = self.v.expand(batch_shape + self.event_shape)
. This can potentially be addressed by running a for loop over requested quantiles like this:Please let me know what you think @fritzo