Examples / Docs TODO

@theogf pointed out here that we've got some missing examples, and @devmotion pointed out that some consolidation / extension of our existing examples would be helpful. Moreover, we've known for a while that there's stuff that needs to be better documented (e.g. how to handle multi-dimensional inputs). It makes sense to tackle these in the same issue so that we have a vaguely joined up approach to our examples + docs.

Below is a very incomplete list, please feel free to extend below, and I'll add them to this list (or add them directly yourself if GH allows that... I have no idea whether it does or not).

• multi-input example
• multi-input docs (ColVecs vs RowVecs vs Vector{<:AbstractVector} etc)
• multi-output docs (using the multi-output abstractions in KernelFunctions)
• multi-output example (using the multi-output abstractions in KernelFunctions)
• sparse-approximation example -- the solution is very innaccurate, so possibly isn't the best showcase for sparse methods 😂 perhaps we could construct an example where the approximate posterior is less bad, but still imperfect?
• combining some of the approximate inference examples. Maybe @devmotion could comment further on what he wants to do here?
• examples using ParameterHandling.jl
• examples using the Functors.jl interface
• Turing integration example
• Soss integration example

No files, tests, or entry points are identified. Start by reviewing the existing examples and the unchecked checklist items, especially multi-input and multi-output documentation, sparse approximation, Functors.jl, Turing, and Soss integrations. Done means the selected examples or docs are added, consistent with the existing material, and the relevant checklist items can be marked complete.