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scan over discrete latent variables causes tracer leak #1998

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@fehiepsi

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@fehiepsi

Bug Description

This is a part of the issues reported in #1981. Running the following test will raise an error/xfail.

Steps to Reproduce

JAX_CHECK_TRACER_LEAKS=1 pytest -vs test/contrib/test_infer_discrete.py::test_scan_hmm_smoke

Expected Behavior

The test should pass.

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