Discrete variables

[rlouf]

We need to settle on an API design before the first release as it could affect the internals of inference quite a bit. There are several ways to go about sampling discrete variables:

• Gibbs Sampling
• discontinuous HMC
• find others

Of all these algorithms, Gibbs is probably the most challenging to implement. What would it look like?

kernel = Gibbs(
    x = HMC(100),
    z = HMC(100),
    y = RWMH(BinaryProposal())
)

Or to avoid repetitiions

kernel = Gibbs({
    HMC(100): ['x', 'z'],
    RWMH(BinaryProposal()): 'y'
})

[rlouf]

Discussion moved to #95