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WarmupHMC.jl

Exports a single method, taking a (set of) rng[s], a problem adhering to the LogDensityProblems.jl interface, and optional keyword arguments:

adaptive_warmup_mcmc(
    rng[s], problem; 
    n_draws=1000, 
    target_acceptance_rate=.8, 
    max_tree_depth=10, 
    progress=nothing, options...
)

With progress=Term.ProgressBar, prints a progress bar which is prettier than most. The result is a NamedTuple, with its posterior_position field containing the posterior draws.

Results should come in faster than with "standard" methods, and should often be better.