Fix unused external sampler code

Author: penelopeysm

test/mcmc/external_sampler.jl

@@ -136,6 +136,37 @@ function initialize_mh_rw(model)
     return AdvancedMH.RWMH(MvNormal(Zeros(d), 0.1 * I))
 end
 
+# TODO: Should this go somewhere else?
+# Convert a model into a `Distribution` to allow usage as a proposal in AdvancedMH.jl.
+struct ModelDistribution{M<:DynamicPPL.Model,V<:DynamicPPL.VarInfo} <:
+       ContinuousMultivariateDistribution
+    model::M
+    varinfo::V
+end
+function ModelDistribution(model::DynamicPPL.Model)
+    return ModelDistribution(model, DynamicPPL.VarInfo(model))
+end
+
+Base.length(d::ModelDistribution) = length(d.varinfo[:])
+function Distributions._logpdf(d::ModelDistribution, x::AbstractVector)
+    return logprior(d.model, DynamicPPL.unflatten(d.varinfo, x))
+end
+function Distributions._rand!(
+    rng::Random.AbstractRNG, d::ModelDistribution, x::AbstractVector{<:Real}
+)
+    model = d.model
+    varinfo = deepcopy(d.varinfo)
+    _, varinfo = DynamicPPL.init!!(rng, model, varinfo, DynamicPPL.InitFromPrior())
+    x .= varinfo[:]
+    return x
+end
+
+function initialize_mh_with_prior_proposal(model)
+    return AdvancedMH.MetropolisHastings(
+        AdvancedMH.StaticProposal(ModelDistribution(model))
+    )
+end
+
 function test_initial_params(
     model, sampler, initial_params=DynamicPPL.VarInfo(model)[:]; kwargs...
 )
@@ -234,6 +265,28 @@ end
                 @test isapprox(logpdf.(Normal(), chn[:x]), chn[:lp])
             end
         end
+
+        # NOTE: Broken because MH doesn't really follow the `logdensity` interface, but calls
+        # it with `NamedTuple` instead of `AbstractVector`.
+        # @testset "MH with prior proposal" begin
+        #     @testset "$(model.f)" for model in DynamicPPL.TestUtils.DEMO_MODELS
+        #         sampler = initialize_mh_with_prior_proposal(model);
+        #         sampler_ext = DynamicPPL.Sampler(externalsampler(sampler; unconstrained=false))
+        #         @testset "initial_params" begin
+        #             test_initial_params(model, sampler_ext)
+        #         end
+        #         @testset "inference" begin
+        #             DynamicPPL.TestUtils.test_sampler(
+        #                 [model],
+        #                 sampler_ext,
+        #                 10_000;
+        #                 discard_initial=1_000,
+        #                 rtol=0.2,
+        #                 sampler_name="AdvancedMH"
+        #             )
+        #         end
+        #     end
+        # end
     end
 end