Oryx is a library for probabilistic programming and deep learning built on top of JAX.

import oryx
import jax.numpy as jnp
ppl = oryx.core.ppl
tfd = oryx.distributions

# Define sampling function
def sample(key):
  x = ppl.random_variable(tfd.Normal(0., 1.))(key)
  return jnp.exp(x / 2.) + 2.

# Transform sampling function into a log-density function
ppl.log_prob(sample)(1.)  # ==> -0.9189
Oryx's approach is to expose a set of function transformations that compose and integrate with JAX's existing transformations. To install Oryx, you can run:
 pip install --upgrade oryx