Useful helper

[xukai92]

I found it's helpful to have a sample call that does: run untill meeting with a fixed number of step followed.
Something like below.

using CoupledHMC: get_ahmc_primitives, sample

function sample_after_meeting(target, alg::CoupledHMCSampler, n_after_samples::Int; theta0=nothing, progress=false)
    rng, hamiltonian, proposal, theta0 = get_ahmc_primitives(target, alg, theta0)
    samples = sample_until_meeting(rng, hamiltonian, proposal, theta0)
    samples_after_meeting = sample(
        target, HMCSampler(rinit=alg.rinit, TS=alg.TS, ϵ=alg.ϵ, L=alg.L), n_after_samples; 
        theta0=samples[end][:,1], progress=progress
    )
    # Duplicate the `n_samples_left` part to make the dimension consistent
    samples_after_meeting = map(s -> cat(s, s; dims=2), samples_after_meeting)
    return cat(samples, samples_after_meeting; dims=1)
end

This way of simulation kind of ensures unbiaseness with some level of confidence on variance (as we ask to always run for centain steps after the meeting).