After jax 0.1.74, bfgs minimizer is available in JAX. It would be nice to have a BFGS wrapper in numpyro.optim.

In jax/scipy, 'BFGS' is provided through method keyword in minimize. I am not sure if we should make a wrapper numpyro.optim.Minimize for minimize or we should split those method

right now we use "twice_nll" as a fit objective and in the test statistic a simple diffence

twice_nll_constrfit - twice_nll_globalfit

but rather we should just to a NLL fit and in the test stat do

2*(nll_constrfit - nll_globalfit)

this will require updating some test reference numbers in the tests

Because / at end of question is missing

Description
Update README and add experiments.

Solution
Create experiments or examples package to work