Support multi-threaded sampling in other NUTS services

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Support multi-threaded sampling in other NUTS services #3204

Closed WardBrian closed 1 year ago

WardBrian commented 1 year ago

Summary:

Currently, sampling multiple chains in parallel is available for the hmc_nuts_diag_e_adapt and hmc_nuts_dense_e_adapt functions but not others:

hmc_nuts_unit_e_adapt
hmc_nuts_unit_e
hmc_nuts_diag_e
hmc_nuts_dense_e

Adding the necessary overloads to support this feature in those services would let us dramatically simplify some of the calling code in CmdStan.

Current Version:

v2.32.2