Live plotting

[reubenharry]

Using the Bokeh library, I've found some nice ways to display real time plots of MCLMC as it explores the state space. What I want to try first is to have a real time plot of (a 2D or 3D projection) of x and u side by side, with a slider to vary L and eps, so that the effects of each is clear. Overlaid, I'll add density contours of the empirical distribution (and maybe the energy landscape).

If anyone else has thoughts on visualizations they'd like to see, Bokeh and Panel offer fairly powerful (and web-hostable) graphical user interface and dashboard making tools, so they should feel free to let me know, and I'll have a go.