Add KS test for samplers

[miguelbiron]

Add KS test for samplers

[miguelbiron]

Reference: https://ubc-stat-ml.github.io/web447/w12_mcmc2/topic08_debug.html

Edit: fixed!

[trevorcampbell]

@miguelbiron that link is broken for me FYI

[trevorcampbell]

(but this is an excellent idea, big +1 from me)

[alexandrebouchard]

Fixed the link!

[miguelbiron]

Thanks @alexandrebouchard ! Do you have a reference for the Markov chain KS test that you talked about?

[miguelbiron]

Example Blang implementation: https://github.com/UBC-Stat-ML/blangSDK/blob/master/src/main/java/blang/validation/ExactInvarianceTest.java

[alexandrebouchard]

The Blang paper, Section 10.5: https://www.jstatsoft.org/article/view/v103i11

[miguelbiron]

Thanks!