Fix MultiVariateNormalDiag and similar distributions leaking tracers. #290
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Currently,
MultiVariateNormalDiagand other such distributions that depend on theDiagLinearandDiagPlusLowRankLineardistributions are not jittable (see #230) because they leak tracers.This means that they cannot be returned from jitted functions. This is a bug because these distributions and bijectors all inherit from
Jittableand yet are not able to be used as inputs or outputs of such functions as intended.The issue is that these bijectors attempt to "inherit" from their internal
_bijectorobjects by doing the following in their__init__method:However, I found that this actually creates a closure over
self._bijectorat trace time which in turn leaks the tracer held withinself._bijector. Simply implementing the corresponding functions that at call-time accessself._bijectorfixes the issue.