diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 291be9f28..be4291687 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -9,98 +9,95 @@ on:
     branches: [master]
 
 env:
-  PYTEST_ADDOPTS: "--cov=numpyro --cov-append"
+  PYTEST_ADDOPTS: "--cov=numpyro --cov-append --cov-report=lcov"
 
 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"]
 
     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
           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 sync \
+            --upgrade \
+            --extra cpu \
+            --group ci \
+            --group docs \
+            --group test
+          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:
+          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 sync \
+            --upgrade \
+            --extra cpu \
+            --group ci \
+            --group dev \
+            --group 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 \
+            test/infer/test_mcmc.py::test_chain_jit_args_smoke \
+            test/infer/test_mcmc.py::test_model_with_multiple_exec_paths \
+            test/infer/test_mcmc.py::test_reuse_mcmc_run
+          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
@@ -108,52 +105,55 @@ jobs:
           github-token: ${{ secrets.GITHUB_TOKEN }}
           parallel: true
           flag-name: test-modeling
-
+          file: coverage.lcov
 
   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
           python-version: ${{ matrix.python-version }}
+      - name: Set up Python ${{ matrix.python-version }}
+        run: uv python install ${{ 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 sync \
+            --upgrade \
+            --extra cpu \
+            --group ci \
+            --group dev \
+            --group 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/contrib --ignore=test/contrib/stochastic_support/test_dcc.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/infer/test_mcmc.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/contrib/stochastic_support/test_dcc.py
+          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/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"
       - 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
@@ -161,33 +161,38 @@ jobs:
           github-token: ${{ secrets.GITHUB_TOKEN }}
           parallel: true
           flag-name: test-inference
-
+          file: coverage.lcov
 
   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 sync \
+            --upgrade \
+            --extra cpu \
+            --group ci \
+            --group dev \
+            --group examples \
+            --group 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
@@ -195,12 +200,12 @@ jobs:
           github-token: ${{ secrets.GITHUB_TOKEN }}
           parallel: true
           flag-name: examples
-
+          file: coverage.lcov
 
   finish:
-
     needs: [test-modeling, test-inference, examples]
     runs-on: ubuntu-latest
+    if: github.repository == 'pyro-ppl/numpyro'
     steps:
       - name: Coveralls finished
         uses: coverallsapp/github-action@v2
@@ -208,4 +213,3 @@ jobs:
           github-token: ${{ secrets.GITHUB_TOKEN }}
           parallel-finished: true
           carryforward: "test-modeling,test-inference,examples"
-
diff --git a/.gitignore b/.gitignore
index 62b04d0ba..e7d17112d 100644
--- a/.gitignore
+++ b/.gitignore
@@ -1,3 +1,4 @@
+uv.lock
 numpyro.egg-info
 __pycache__/
 .ipynb_checkpoints/
diff --git a/.readthedocs.yaml b/.readthedocs.yaml
index 97f2b8fc5..4aa565561 100644
--- a/.readthedocs.yaml
+++ b/.readthedocs.yaml
@@ -4,13 +4,18 @@ build:
   os: ubuntu-24.04
   tools:
     python: "3.13"
+  jobs: # https://docs.readthedocs.com/platform/stable/build-customization.html#install-dependencies-with-uv
+    pre_create_environment:
+      - asdf plugin add uv
+      - asdf install uv latest
+      - asdf global uv latest
+    create_environment:
+      - uv venv "${READTHEDOCS_VIRTUALENV_PATH}"
+    install:
+      - UV_PROJECT_ENVIRONMENT="${READTHEDOCS_VIRTUALENV_PATH}" uv sync --frozen --extra cpu --group dev --group docs --group test
 
 sphinx:
   configuration: docs/source/conf.py
 
 formats:
   - pdf
-
-python:
-  install:
-    - requirements: docs/requirements.txt
diff --git a/docs/requirements.txt b/docs/requirements.txt
deleted file mode 100644
index 7e877cb1d..000000000
--- a/docs/requirements.txt
+++ /dev/null
@@ -1,21 +0,0 @@
-flax
-funsor
-ipython
-jax
-jaxlib
-jaxns==2.6.9
-Jinja2
-matplotlib
-multipledispatch
-nbsphinx>=0.8.9
-numpy
-optax
-pillow
-pylab-sdk
-pyyaml
-readthedocs-sphinx-search>=0.3.2
-sphinx>=5
-sphinx-gallery
-sphinx_rtd_theme
-tfp-nightly
-tqdm
diff --git a/pyproject.toml b/pyproject.toml
index c126c219f..1007cf18a 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -35,6 +35,23 @@ cpu = ["jax[cpu]>=0.7.0"]
 cuda12 = ["jax[cuda12]>=0.7.0"]
 cuda13 = ["jax[cuda13]>=0.7.0"]
 tpu = ["jax[tpu]>=0.7.0"]
+
+[project.urls]
+Changelog = "https://github.com/pyro-ppl/numpyro/blob/main/CHANGELOG.md"
+Discussion = "https://github.com/pyro-ppl/numpyro/discussions"
+Homepage = "https://github.com/pyro-ppl/numpyro"
+Issues = "https://github.com/pyro-ppl/numpyro/issues"
+
+[build-system]
+requires = ["setuptools>=61", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[dependency-groups]
+ci = [
+    "coverage>=7.13.5",
+    "coveralls>=4.1.0",
+    "funsor",
+]
 dev = [
     "equinox",
     "flax",
@@ -50,21 +67,11 @@ dev = [
     "requests",             # pylab dependency
     "tfp-nightly",
 ]
-test = [
-    "importlib-metadata<5.0",
-    "mypy>=1.13",
-    "pyro-api>=0.1.1",
-    "pytest>=4.1",
-    "ruff>=0.1.8",
-    "scikit-learn",
-    "scipy>=1.9",
-    "ty>=0.0.4",
-]
-doc = [
+docs = [
     "ipython",                          # sphinx needs this to render codes
     "nbsphinx>=0.8.9",
     "readthedocs-sphinx-search>=0.3.2",
-    "sphinx_rtd_theme",
+    "sphinx-rtd-theme",
     "sphinx-gallery",
     "sphinx>=5",
 ]
@@ -77,16 +84,16 @@ examples = [
     "seaborn",
     "wordcloud",
 ]
-
-[project.urls]
-Changelog = "https://github.com/pyro-ppl/numpyro/blob/main/CHANGELOG.md"
-Discussion = "https://github.com/pyro-ppl/numpyro/discussions"
-Homepage = "https://github.com/pyro-ppl/numpyro"
-Issues = "https://github.com/pyro-ppl/numpyro/issues"
-
-[build-system]
-requires = ["setuptools>=61", "wheel"]
-build-backend = "setuptools.build_meta"
+test = [
+    "importlib-metadata<5.0",
+    "mypy>=1.13",
+    "pyro-api>=0.1.1",
+    "pytest>=4.1",
+    "ruff>=0.1.8",
+    "scikit-learn",
+    "scipy>=1.9",
+    "ty>=0.0.4",
+]
 
 # NOTE: this can be simplified using src-layout
 [tool.setuptools.packages.find]
@@ -234,3 +241,6 @@ module = [
     "numpyro.distributions.transforms",
 ]
 ignore_errors = false
+
+[tool.uv.sources]
+funsor = { git = "https://github.com/pyro-ppl/funsor.git" }