Improving interaction between different implementations of the interface

How do you feel about adding something like:

"""
    state_from_transiton(state, transition_prev[, state_prev])

Return new instance of `state` using information from `transition_prev` and, optionally, `state_prev`.

Defaults to `setparameters!!(state, parameters(transition_prev))`.
"""
function state_from_transition(state, transition_prev, state_prev)
    return state_from_transition(state, transition_prev)
end

function state_from_transition(state, transition)
    return setparameters!!(state, parameters(transition))
end

"""
    setparameters!!(state, parameters)

Return new instance of `state` with parameters set to `parameters`.
"""
setparameters!!

"""
    parameters(transition)

Return parameters in `transition`.
"""
parameters

to make it easier for samplers to interact across packages? Then you just need to implement state_from_transition for the different types to get cross-package compat.

Another issue is also the model argument which often is specific to a particular sampler implementation. We've previous spoken about generalizing this so that we don't have a bunch of these lying around, e.g. AdvancedMH.DensityModel and AdvancedHMC.DifferentiableDensityModel, but we should also maybe add a function getmodel(model, sampler, state) or something too, which is identity by default but allows one to provide a model-type which encodes a bunch of different models for specific samplers, e.g. in the case of a MixtureSampler you might have a MixtureState which, among other things, holds the current sampler-index, and a ManyModels which simply wraps a collection of models corresponding to each of the components/samplers in the MixtureSampler:

getmodel(model::ManyModels, sampler::MixtureSampler, state::MixtureState) = model[state.current_index]

I've been running into quite a few scenarios recently where I'd love to have something like this, e.g. wanting to implement MixtureSampler and CompositionSampler.

Start by reviewing the proposed state_from_transition, setparameters!!, parameters, and getmodel interface functions in the issue. Determine whether a concrete cross-package interface and model-dispatch design can be agreed on; done would require a settled scope rather than the current collection of suggestions.