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Allow users to pass a custom callback to pm.sample when using nuts_sampler='nutpie'. The user callback is multiplexed with pb_manager.update and receives list[nutpie.ChainProgress] per update. Non-nutpie external samplers continue raising ValueError.
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Description
Resolves #8292.
Currently, passing
callbacktopm.samplewithnuts_sampler=nutpieraises aValueError. This PR lifts that restriction for nutpie by multiplexing the user callback alongsidepb_manager.updateviaprogress_callback.Key points:
nuts_sampler=nutpie, the user callback is invoked withlist[nutpie.ChainProgress]tracking per-chain sampling progress.progressbar=Trueorprogressbar=False.numpyro,blackjax) continue raisingValueError.pm.sampledocstring.tests/sampling/test_mcmc_external.py.Related Issue
Closes #8292