addHMC vs. other approaches

[paciorek]

1. @danielturek can we discuss the use of addHMC as a stand-alone function instead of our usual addSampler method?
   Is the idea that we want it to default to sampling all nodes, hence the need for a different function? However, given we have configureHMC which seems to accomplish that purpose, I'm wondering if we need addHMC?
2. help(nimble_HMC) uses addSampler rather than addHMC. Is that what we want to show?

[paciorek]

Related question: what do we think is the canonical way to get an HMC sampler - I'm guessing it is either via configureHMC or buildHMC or nimbleHMC?

If so, that may be another argument for modifying the example code for ?sampler_HMC. Or perhaps augmenting to show more of the ways one can get an HMC sampler.

I think use of addSampler with HMC is mainly for cases where users want to mix-and-match samplers, so we may want to hint at this in comments in the example code for sampler_HMC?

[danielturek]

@perrydv Should be involved in this discussion, as well.

I'm fine with anything. The original inspiration here was to make [the use of] nimbleHMC as easy as possible, hence the addition of a variety of convenience functions to access the HMC sampler.

Cases could be made for or against any of addHMC, configureHMC, or buildHMC.

Tbh I'm somewhat indifferent. You guys may recall I was never originally in favor of nimbleMCMC, but its experienced quite some adoption, so....

[danielturek]

Note to self: I should add to the @example code for both sampler_NUTS and sampler_NUTS_classic, to also demonstrate use of addHMC, configureHMC, and perhaps also nimbleHMC.