Consider transfering the `ESSModel` to `AbstractMCMC`

[yebai]

We currently have a type ESSModel that implements a factorised version of logdensityproblem.

Now that we have the following new type, does it make sense to generalise and transfer the ESSModel type into this package?

https://github.com/TuringLang/AbstractMCMC.jl/blob/50cdf04980ebed131d19768453a2ff3226dc068f/src/logdensityproblems.jl#L11-L25

In addition, this factorisation is also helpful for other samplers like nested sampling (see NestedModel) and tempering methods (e.g. when we only temper the likelihood term).

cc @torfjelde @devmotion @mileslucas

[devmotion]

Maybe it would be better to not have a dedicated model but a special log density function type with the desired factorization that can be used in LogDensityModel. Then it should be possible to use the same model with e.g. EllipticalSliceSampling and AdvancedHMC.

[torfjelde]

I guess this is somewhat related to parts of the discussion in #85.

Maybe it would be better to not have a dedicated model but a special log density function type with the desired factorization that can be used in LogDensityModel.

This seems like a sensible approach :+1: