DynamicHMC API rewrite

I will be rewriting the API of DynamicHMC.jl shortly. I started a discussion at

and invite users to participate there, or in this topic. In particular, if there is a feature you are missing, or a use case that could be made easier, please share the details.


The API of LogDensityProblems and DynamicHMC is being redesigned (issues: DynamicHMC#30, LogDensityProblems#45). This is necessary to address some issues related to ease of use, debugging, robustness, adaptation, and better integration with some advanced AD packages like Zygote.

Once the changes are complete, I will post a detailed writeup for the transition. But in the meantime, if you are using my MCMC libraries, you may want to pin versions, or put the following in your Project.toml's [compat] section (you only need the [compat] if there isn’t one):

DynamicHMC = "^1.0.5"
LogDensityProblems = "^0.8.3"

For more information, please refer to the Pkg docs.