Interface/implementation of ZigZag kernel

[femtomc]

Proceeding from discussion on Slack - curious about how to implementation would work in Gen:

Current infrastructure:
https://github.com/mschauer/ZigZagBoomerang.jl

Relevant lit:
https://mschauer.github.io/ZigZagBoomerang.jl/stable/#Literature

Broader issue: is it possible to re-use other sampling infrastructure for MCMC kernels? I'm not sure what the idiomatic way would be to do this now (e.g. would you declare a @pkern, for example, somehow wrapping the infrastructure).

There are probably long term gains from figuring out how to match AbstractMCMC / contributing to a discussion in the community about what the right abstractions are. I'm sure this has been thought about - I'm just entering the conversation. Possibly a discussion left for JuliaCon PP BoF.

[mschauer]

Ref mschauer/ZigZagBoomerang.jl#34 and https://github.com/mschauer/ZigZagBoomerang.jl/blob/master/scripts/genpdmp.jl