Interface for iterative sampling

[asmodehn]

It would be interesting to have an interface for dynamic iterative sampling...

Instead of doing something like:

process.sample(255)

for a more dynamic process (like a simulation of some kind), I would do something like:

while True:
    process.sample(1).
    plots.update().
    # etc

but I am guessing there are restrictions on how to do the sampling in an iterative way, depending on the kind of stochastic process we want to simulate.

I only know about Markov Chain specifying that the next sample depends only on the one before, so I am assuming other kinds of stochastic processes have various constraints about this... hence why I'm thinking about an extra interface for iterative sampling to support that use-case.

Thoughts ?