Split MCMC and Forward sampling functions in sampling.py

[ricardoV94]

That file is quite long, and anyway draw and sample_prior/posterior_predictive behave very differently from sample so we could separate them across two files (and same for tests). WDYT?

[twiecki]

How would you split them? We could have a submodule sample with prior.py, posterior.py (or mcmc.py).

[ricardoV94]

I was thinking forward.py vs mcmc.py

[twiecki]

We don't call it forward anywhere else though, do we?

[ricardoV94]

@lucianopaz does. I used to call it ancestral sampling. We do call it here:

pymc/pymc/sampling.py

Line 1619 in 4c92adf

def compile_forward_sampling_function(

[twiecki]

OK, I'm fine with either.

[twiecki]

We could move the jax sampling functionality then into that subdir too. We could also make it even more general and have inference/sampling/ and inference/vi/.

[twiecki]

Or just have inference and put both in there.