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docs: improve logging during posterior sampling
At the moment our command line logging during posterior sampling is not consistent:
for NPE / direct posteriors which we usually sample using accept and reject sampling within prior bounds, we just show the number of posterior samples:
https://github.com/sbi-dev/sbi/blob/49e091fb2dc89a07585df2ea7592b14f251a8633/sbi/samplers/rejection/rejection.py#L119-L123
for MCMC based posteriors, we do
https://github.com/sbi-dev/sbi/blob/49e091fb2dc89a07585df2ea7592b14f251a8633/sbi/samplers/mcmc/slice_numpy.py#L441-L445
Problems:
- this is inconsistent and should have more information for the user.
- the logging can be confusing when using batched sampling because it just shows the number of samples (NPE, no info about the number of x in batch) or the number of chains (MCMC, no info about how many xs, how many samples per x).
see also #1388
One idea would be to have a function that builds an logging message given num samples, num x, num chains etc, and to re-use it across sampling algorithms.