Meta-issue: Code refactoring

[nikosbosse]

This meta issue tracks ideas to refactor the code to make it more efficient / cleaner.

Outstanding issues:

• [ ] #454
• [ ] #411
• [ ] #445
• [x] #446
• [x] #469

Potential changes to be discussed that don't have an issue yet:

• [ ] Could create a helper function that checks whether dimensions match in sample-based and quantile-based forecasts, analogously to what was done in #460 for point and binary forecasts