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The current implementation of
LinearGaussianConjugateSSM.fit_blocked_gibbs
misses the part that takes care of the batching ofemissions
andinputs
over the leading axis (issue #400 ). This pull request correctsfit_blocked_gibbs
to support the "nbatch" dimension by:vmap
ing over the forward filtering backwards samplingThis pull request is accompanied by a minimal unit test that tests batching.