Support for sampling from multiple chains is missing from `turing_inference`

SciML / DiffEqBayes.jl

Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning

https://docs.sciml.ai/DiffEqBayes/stable/

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Support for sampling from multiple chains is missing from `turing_inference` #306

Closed saumil-sh closed 1 year ago

saumil-sh commented 1 year ago

sample() from Turing.jl supports sampling from multiple shains. These arguments are missing in turing_inference, this package's Turing.jl interface. I am willing to work on this functionality. May I submit a pull request?

saumil-sh commented 1 year ago

I went ahead an opened a pull request, I hope it is okay 😄

Vaibhavdixit02 commented 1 year ago

That's great, thanks for chipping in!