Make method that allows comparison of estimates from a number of different samplers / runs

[MichaelClerx]

I like this! Do you intend to add some kind of module (a bit like pints.diagnostics) that can do things like estimate KL divergence (or Kolmogorov Smirnov or similar?)

[MichaelClerx]

There's some things like this already:

• https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.normaltest.html#scipy.stats.normaltest
• https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.kstest.html#scipy.stats.kstest
• https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.anderson_ksamp.html#scipy.stats.anderson_ksamp