Add AbstractModel implementation of LogDensityProblems interface (#110)

* added AbstractModel implementing the interface of LogDensityProblems

* version bump and add LogDensityProblems as a dep

* Update Project.toml

Co-authored-by: David Widmann <[email protected]>

* removed forwarding of methods for LogDensityModel

* Apply suggestions from code review

Co-authored-by: David Widmann <[email protected]>

* bump julia compat to 1.6

Co-authored-by: David Widmann <[email protected]>

Author: torfjelde

.github/workflows/CI.yml

@@ -13,7 +13,7 @@ jobs:
     strategy:
       matrix:
         version:
-          - '1.3'
+          - '1.6'
           - '1'
           - nightly
         os:
@@ -31,7 +31,7 @@ jobs:
             arch: x86
           - os: macOS-latest
             arch: x86
-          - version: '1.3'
+          - version: '1.6'
             num_threads: 2
         include:
           - version: '1'

Project.toml

@@ -3,7 +3,7 @@ uuid = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
 keywords = ["markov chain monte carlo", "probablistic programming"]
 license = "MIT"
 desc = "A lightweight interface for common MCMC methods."
-version = "4.1.3"
+version = "4.2"
 
 [deps]
 BangBang = "198e06fe-97b7-11e9-32a5-e1d131e6ad66"
@@ -25,7 +25,7 @@ ProgressLogging = "0.1"
 StatsBase = "0.32, 0.33"
 TerminalLoggers = "0.1"
 Transducers = "0.4.30"
-julia = "1.3"
+julia = "1.6"
 
 [extras]
 Atom = "c52e3926-4ff0-5f6e-af25-54175e0327b1"

src/AbstractMCMC.jl

@@ -84,5 +84,6 @@ include("interface.jl")
 include("sample.jl")
 include("stepper.jl")
 include("transducer.jl")
+include("logdensityproblems.jl")
 
 end # module AbstractMCMC

src/logdensityproblems.jl

@@ -0,0 +1,15 @@
+"""
+    LogDensityModel <: AbstractMCMC.AbstractModel
+
+Wrapper around something that implements the LogDensityProblem.jl interface.
+
+Note that this does _not_ implement the LogDensityProblems.jl interface itself,
+but it simply useful for indicating to the `sample` and other `AbstractMCMC` methods
+that the wrapped object implements the LogDensityProblems.jl interface.
+
+# Fields
+- `logdensity`: The object that implements the LogDensityProblems.jl interface.
+"""
+struct LogDensityModel{L} <: AbstractModel
+    logdensity::L
+end