Contributing rmhmc to BlackJAX

[junpenglao]

Hi Dan,
I am wondering if you are interested in upstream this to BlackJAX.

Some benefits:

• Easy discoverable for broader Bayesian Computation community
• We will maintain it for you (forward compatibility)!
• Easy comparison with other MCMC algorithm (for benchmarking, numerical analysis)

cc @rlouf

[dfm]

👋 I'm definitely keen! I did consider it initially (ages ago), but didn't get too far because of technical details of the BlackJAX implementation that I don't totally remember (difficulties swapping out integrator? baked in mass matrix specification? dunno.). I'm completely swamped at the moment so probably can't lead a PR in the short term, but happy to chat/consult or revisit in a few months.