David Widmann

See https://github.com/JuliaMath/Tau.jl/issues/49#issuecomment-1448694240, I think there's no need to remove the Unicode aliases.

My general stance is that `NamedTuple`s, `Tuple`s etc. are just not the right tool for larger collections, and working around this design limitation within a package can be unsuccessful anyway...

> but it hasn't made it into Distributions yet. David, is this in the works? The plan is to use a different approach in Distributions: https://github.com/JuliaStats/Distributions.jl/pull/1433 (became a bit outdated...

> Is it worth introducing a new keyword argument then? Something that is separate from discard_initial, allowing you to define a "burn-in" period, and then a separate num_warmup that has...

Yes, I think these would be reasonable default values.

> IMO this should be in the documentation The standard keyword arguments are listed and explained in the documentation: https://turinglang.org/AbstractMCMC.jl/dev/api/#Common-keyword-arguments

@torfjelde Can you fix the merge conflict?

> parameters(transition) for the transition-type which returns the parameters in the sample, where by "parameters" I mean the realizations of the random variables we're targeting present in the transition, Maybe...

> Maaaybe we should have the same for logdensity, i.e. logdensity(transition) and setlogdensity!!(state) As you mention, the main problem is that it is not clear which `logdensity` different transitions and...

Ah I also missed this question. I think it would probably be useful but I would leave it for a separate PR. There were quite many discussions about `logdensity` functions...