What's Changed
* Only include `arg_constraints` in `pytree_data_fields` if they are not `lazy_property`s. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1929
* Ensure BlockNeuralAutoregressiveTransform maps real->real by danielward27 in https://github.com/pyro-ppl/numpyro/pull/1897
* Update coverall badge to point to the master branch by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1930
* Add openssf badge by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1931
* Add utility function to evaluate log density for individual sites. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1932
* Update link to jax repo by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1936
* Fix tracer leak in contrib.module by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1935
* Implement ICDF Methods for Truncated Distributions by TheSkyentist in https://github.com/pyro-ppl/numpyro/pull/1938
* Add type hints to the primitives module by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1940
* Add types types to handlers module by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1941
* Add types optim module by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1942
* Add batch and event shape to `repr`. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1946
* SteinVI: Recompute Score Function* For Each Particle Interaction in the Attractive Force by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1947
* Make `Delta.log_prob` jit-able on metal and raise explicit error for `Delta` sampling site during initialization. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1950
* Remove unnecessary device_put by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1952
* feat: Levy distribution by Qazalbash in https://github.com/pyro-ppl/numpyro/pull/1943
* SteinVI: New quadratic form kernel with Gauss Newton metric by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1953
* Make `pip install` calls compatible with `zsh` by dylanhmorris in https://github.com/pyro-ppl/numpyro/pull/1962
* Add `log1mexp` and `logdiffexp` functions by dylanhmorris in https://github.com/pyro-ppl/numpyro/pull/1960
* Fetch `rng_key` using `prng_key` message in block handler. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1957
* Add `ComplexTransform` and update `biject_to` registry. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1964
* Fix event dim of some arg constraints by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1967
* Addresses the deprecation messages of some jax.core functionalities by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1966
* Refactor test_gof into a separate file by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1965
* fix(tests): update tolerance levels and `PRNGKey` usage for improved test stability by Qazalbash in https://github.com/pyro-ppl/numpyro/pull/1959
* chore(ci): disable continue-on-error for all test jobs in CI workflow by Qazalbash in https://github.com/pyro-ppl/numpyro/pull/1968
* Do not create plates for observed sites in `AutoGuide`. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1972
* Fix promote_batch_shape logic to take batch shapes of all parameters by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1973
* Bump to 0.17.0 by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1969
New Contributors
* TheSkyentist made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1938
* dylanhmorris made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1962
**Full Changelog**: https://github.com/pyro-ppl/numpyro/compare/0.16.1...0.17.0