TuringLang / TuringLang/AbstractMCMC.jl

Consider transfering the `ESSModel` to `AbstractMCMC`

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Julia
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Description

We currently have a type ESSModel that implements a factorised version of logdensityproblem.

Now that we have the following new type, does it make sense to generalise and transfer the ESSModel type into this package?

https://github.com/TuringLang/AbstractMCMC.jl/blob/50cdf04980ebed131d19768453a2ff3226dc068f/src/logdensityproblems.jl#L11-L25

In addition, this factorisation is also helpful for other samplers like nested sampling (see NestedModel) and tempering methods (e.g. when we only temper the likelihood term).

cc @torfjelde @devmotion @mileslucas

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Research direction

Start by reading the referenced ESSModel in EllipticalSliceSampling.jl's src/model.jl and the LogDensityProblem types in AbstractMCMC.jl's src/logdensityproblems.jl. Compare the related NestedModel in NestedSamplers.jl, then determine the shared factorisation interface and what transferring and generalising ESSModel would require across these samplers.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
backend-api-design
Issue type
Refactor
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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