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This closes #2766 but at the cost of increasing model evaluations (it just undoes #2759), so this is not really a correct fix.
Each component sampler's stats is prefixed with
splNwhereN = 1...is the order of the sampler in the Gibbs constructor.The problem is that
AbstractMCMC.stepfor each component sampler returns a tuple of(transition, state)So if you want to extract the sampler statistics from
AbstractMCMC.step, you often need to reevaluate the model.The correct solution is to get rid of transitions (TuringLang/AbstractMCMC.jl#149), and put the stats into the state as well. In general, the state should be an object which doesn't reevaluate the model, but contains enough information to allow a downstream user to reevaluate the model if they actually need the parameters. In essence the state should be a lazy version of what's now
(transition, state).