Move DifferentiableDensityModel out of AHMC

[torfjelde]

The current implementation of the AbstractMCMC.jl-interface uses the

AdvancedHMC.jl/src/abstractmcmc.jl

Lines 47 to 52 in 7cad9f0

	struct DifferentiableDensityModel{Tlogπ, T∂logπ∂θ} <: AbstractMCMC.AbstractModel
	"Log-density. Maps `AbstractArray` to value of the log-density."
	ℓπ::Tlogπ
	"Gradient of log-density. Returns a tuple of `ℓπ` and the gradient evaluated at the given point."
	∂ℓπ∂θ::T∂logπ∂θ
	end

as the AbstractMCMC.AbstractModel type for this package. But such a model is useful elsewhere too, hence it's unfortunate that we tie to AHMC in this way.

Maybe this should go to AbstractMCMC.jl itself?

[yebai]

That sounds good to me. What do you think @cpfiffer @devmotion ?

[torfjelde]

I made an issue for the "Maybe this should go to AbstractMCMC.jl?"-question in the AMCMC repo: TuringLang/AbstractMCMC.jl#81.