diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 291be9f28..04588e191 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -13,94 +13,91 @@ env:
 
 jobs:
   prek:
-
     runs-on: ubuntu-latest
-
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v6
       - name: prek check
         uses: j178/prek-action@v1
         with:
           extra-args: --all-files --skip ruff --skip ruff-format --skip ty --skip mypy
 
-
   lint:
-
     runs-on: ubuntu-latest
     strategy:
       matrix:
         python-version: ["3.11", "3.13"]
+    env:
+      UV_PYTHON: ${{ matrix.python-version }}
 
     steps:
-      - uses: actions/checkout@v2
-      - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
+      - uses: actions/checkout@v6
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
         with:
+          enable-cache: true
+          update-path: true
           python-version: ${{ matrix.python-version }}
       - name: Install dependencies
         run: |
           sudo apt install -y pandoc gsfonts
-          python -m pip install --upgrade pip
-          pip install jaxlib
-          pip install jax
-          pip install '.[doc,test]'
-          pip install https://github.com/pyro-ppl/funsor/archive/master.zip
-          pip install -r docs/requirements.txt
-          pip freeze
+          uv pip install --system --upgrade jaxlib jax
+          uv pip install --system --upgrade '.[doc,test]'
+          uv pip install --system --upgrade https://github.com/pyro-ppl/funsor/archive/master.zip
+          uv pip install --system --upgrade -r docs/requirements.txt
+          uv pip freeze
       - name: Lint with mypy and ruff
         run: |
-          make lint
+          uv run make lint
       - name: Build documentation
         run: |
-          make docs
+          uv run make docs
       - name: Test documentation
         run: |
-          make doctest
-          python -m doctest -v README.md
-
+          uv run make doctest
+          uv run python -m doctest -v README.md
 
   test-modeling:
-
     runs-on: ubuntu-latest
     needs: [lint, prek]
     strategy:
       matrix:
         python-version: ["3.11", "3.13"]
+    env:
+      UV_PYTHON: ${{ matrix.python-version }}
 
     steps:
-      - uses: actions/checkout@v2
-      - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
+      - uses: actions/checkout@v6
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
         with:
+          update-path: true
+          enable-cache: true
           python-version: ${{ matrix.python-version }}
       - name: Install dependencies
         run: |
           sudo apt install -y graphviz
-          python -m pip install --upgrade pip
           # Keep track of pyro-api master branch
-          pip install https://github.com/pyro-ppl/pyro-api/archive/master.zip
-          pip install jaxlib
-          pip install jax
-          pip install https://github.com/pyro-ppl/funsor/archive/master.zip
-          pip install -e '.[dev,test]'
-          pip freeze
+          uv pip install --system --upgrade https://github.com/pyro-ppl/pyro-api/archive/master.zip
+          uv pip install --system --upgrade jaxlib jax
+          uv pip install --system --upgrade https://github.com/pyro-ppl/funsor/archive/master.zip
+          uv pip install --system --upgrade -e '.[dev,test]'
+          uv pip freeze
       - name: Test with pytest
         run: |
-          CI=1 pytest -vs -k "not test_example" --durations=100 --ignore=test/infer/ --ignore=test/contrib/
+          CI=1 uv run pytest -vs -k "not test_example" --durations=100 --ignore=test/infer/ --ignore=test/contrib/
       - name: Test x64
         run: |
-          JAX_ENABLE_X64=1 pytest -vs test/test_distributions.py -k "powerLaw or Dagum"
+          JAX_ENABLE_X64=1 uv run pytest -vs test/test_distributions.py -k "powerLaw or Dagum"
       - name: Test tracer leak
         if: matrix.python-version == '3.13'
         env:
           JAX_CHECK_TRACER_LEAKS: 1
         run: |
-          pytest -vs test/infer/test_mcmc.py::test_chain_inside_jit
-          pytest -vs test/infer/test_mcmc.py::test_chain_jit_args_smoke
-          pytest -vs test/infer/test_mcmc.py::test_reuse_mcmc_run
-          pytest -vs test/infer/test_mcmc.py::test_model_with_multiple_exec_paths
-          pytest -vs test/test_distributions.py::test_mean_var -k Gompertz
-
+          uv run pytest -vs test/infer/test_mcmc.py::test_chain_inside_jit
+          uv run pytest -vs test/infer/test_mcmc.py::test_chain_jit_args_smoke
+          uv run pytest -vs test/infer/test_mcmc.py::test_reuse_mcmc_run
+          uv run pytest -vs test/infer/test_mcmc.py::test_model_with_multiple_exec_paths
+          uv run pytest -vs test/test_distributions.py::test_mean_var -k Gompertz
       - name: Coveralls
         if: github.repository == 'pyro-ppl/numpyro' && matrix.python-version == '3.13'
         uses: coverallsapp/github-action@v2
@@ -109,51 +106,50 @@ jobs:
           parallel: true
           flag-name: test-modeling
 
-
   test-inference:
-
     runs-on: ubuntu-latest
     needs: [lint, prek]
     strategy:
       matrix:
         python-version: ["3.11", "3.13"]
+    env:
+      UV_PYTHON: ${{ matrix.python-version }}
 
     steps:
-      - uses: actions/checkout@v2
-      - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
+      - uses: actions/checkout@v6
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
         with:
+          enable-cache: true
+          update-path: true
           python-version: ${{ matrix.python-version }}
       - name: Install dependencies
         run: |
-          python -m pip install --upgrade pip
-          # Keep track of pyro-api master branch
-          pip install https://github.com/pyro-ppl/pyro-api/archive/master.zip
-          pip install jaxlib
-          pip install jax
-          pip install https://github.com/pyro-ppl/funsor/archive/master.zip
-          pip install -e '.[dev,test]'
-          pip freeze
+          uv pip install --system --upgrade https://github.com/pyro-ppl/pyro-api/archive/master.zip
+          uv pip install --system --upgrade jaxlib jax
+          uv pip install --system --upgrade https://github.com/pyro-ppl/funsor/archive/master.zip
+          uv pip install --system --upgrade -e '.[dev,test]'
+          uv pip freeze
       - name: Test with pytest
         run: |
-          pytest -vs --durations=20 test/infer/test_mcmc.py
-          pytest -vs --durations=20 test/infer --ignore=test/infer/test_mcmc.py --ignore=test/contrib/test_nested_sampling.py
-          pytest -vs --durations=20 test/contrib --ignore=test/contrib/stochastic_support/test_dcc.py
+          uv run pytest -vs --durations=20 test/infer/test_mcmc.py
+          uv run pytest -vs --durations=20 test/infer --ignore=test/infer/test_mcmc.py --ignore=test/contrib/test_nested_sampling.py
+          uv run pytest -vs --durations=20 test/contrib --ignore=test/contrib/stochastic_support/test_dcc.py
       - name: Test x64
         run: |
-          JAX_ENABLE_X64=1 pytest -vs test/infer/test_mcmc.py -k x64
+          JAX_ENABLE_X64=1 uv run pytest -vs test/infer/test_mcmc.py -k x64
       - name: Test chains
         run: |
-          XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/infer/test_mcmc.py -k "chain or pmap or vmap"
-          XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/contrib/test_tfp.py -k "chain"
-          XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/contrib/stochastic_support/test_dcc.py
-          XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs test/infer/test_hmc_gibbs.py -k "chain"
+          XLA_FLAGS="--xla_force_host_platform_device_count=2" uv run pytest -vs test/infer/test_mcmc.py -k "chain or pmap or vmap"
+          XLA_FLAGS="--xla_force_host_platform_device_count=2" uv run pytest -vs test/contrib/test_tfp.py -k "chain"
+          XLA_FLAGS="--xla_force_host_platform_device_count=2" uv run pytest -vs test/contrib/stochastic_support/test_dcc.py
+          XLA_FLAGS="--xla_force_host_platform_device_count=2" uv run pytest -vs test/infer/test_hmc_gibbs.py -k "chain"
       - name: Test custom prng
         run: |
-          JAX_ENABLE_CUSTOM_PRNG=1 pytest -vs test/infer/test_mcmc.py
+          JAX_ENABLE_CUSTOM_PRNG=1 uv run pytest -vs test/infer/test_mcmc.py
       - name: Test nested sampling
         run: |
-          JAX_ENABLE_X64=1 pytest -vs test/contrib/test_nested_sampling.py
+          JAX_ENABLE_X64=1 uv run pytest -vs test/contrib/test_nested_sampling.py
       - name: Coveralls
         if: github.repository == 'pyro-ppl/numpyro' && matrix.python-version == '3.13'
         uses: coverallsapp/github-action@v2
@@ -162,32 +158,32 @@ jobs:
           parallel: true
           flag-name: test-inference
 
-
   examples:
-
     runs-on: ubuntu-latest
     needs: [lint, prek]
     strategy:
       matrix:
         python-version: ["3.13"]
+    env:
+      UV_PYTHON: ${{ matrix.python-version }}
 
     steps:
-      - uses: actions/checkout@v2
-      - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
+      - uses: actions/checkout@v6
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
         with:
+          enable-cache: true
+          update-path: true
           python-version: ${{ matrix.python-version }}
       - name: Install dependencies
         run: |
-          python -m pip install --upgrade pip
-          pip install jaxlib
-          pip install jax
-          pip install https://github.com/pyro-ppl/funsor/archive/master.zip
-          pip install -e '.[dev,examples,test]'
-          pip freeze
+          uv pip install --system --upgrade jaxlib jax
+          uv pip install --system --upgrade https://github.com/pyro-ppl/funsor/archive/master.zip
+          uv pip install --system --upgrade -e '.[dev,examples,test]'
+          uv pip freeze
       - name: Test with pytest
         run: |
-          CI=1 XLA_FLAGS="--xla_force_host_platform_device_count=2" pytest -vs -k test_example
+          CI=1 XLA_FLAGS="--xla_force_host_platform_device_count=2" uv run pytest -vs -k test_example
       - name: Coveralls
         if: github.repository == 'pyro-ppl/numpyro' && matrix.python-version == '3.13'
         uses: coverallsapp/github-action@v2
@@ -196,9 +192,7 @@ jobs:
           parallel: true
           flag-name: examples
 
-
   finish:
-
     needs: [test-modeling, test-inference, examples]
     runs-on: ubuntu-latest
     steps:
@@ -208,4 +202,3 @@ jobs:
           github-token: ${{ secrets.GITHUB_TOKEN }}
           parallel-finished: true
           carryforward: "test-modeling,test-inference,examples"
-