Turing.jl: Doc: more informative visualisation about MCMC

[yebai]

The current figure for MCMC on the landing page looks like:

where MCMC sampling is depicted by loss surface with scattering points. This is not very representative of MCMC IMO. I wonder whether we can find alternative visualisation, e.g.

Ref: https://corner.readthedocs.io/en/latest/pages/custom.html

Or, those from https://arviz-devs.github.io/arviz/

[yebai]

The following image came to me on Google, produced by our own @trappmartin:

Ref: https://twitter.com/PierreEJacob/status/1240643559247818754

[cpfiffer]

That is 100% rad. @trappmartin do you have the code for that graph handy still?

[trappmartin]

Sure, but let me tweak it a little so that it is somewhat modular. The current version is pretty much quick and dirty. 😸

[xukai92]

@Vaibhavdixit02 is considering doing some visualization in the doc of HMC which is related here.