Isolate NUTS into a new library

[_eigenfoo]

I made another update in a separate post - I think littlemcmc is ready to start supporting users!

LittleMCMC — A Standalone HMC and NUTS Sampler in Python

Hi all, For the last few months I’ve been working on isolating PyMC3’s HMC and NUTS samplers into a lightweight, standalone library - littlemcmc - and it’s just about ready for users! I gave more context in my blog post, but it’s short enough for me to reproduce here: Recently there has been a modularization (or, if you’re hip with tech-lingo, an unbundling) of Bayesian modelling libraries. Whereas before, probability distributions, model specification, inference and diagnostics were more or…