Also, possibly we could use this opportunity to redesign reporting in case a unified progress bar is desired. Eg before the very first warmup stage, mcmc_keep_warmup could communicate to reporter

1. the number of stages (including warmup)
2. meta information about each (is it a warmup stage, etc)
3. the number of steps (if known)

Eg practically something like [(name = "find the optimum", steps = nothing, is_warmup = true), ...] but I need to think a bit about the interface. reporter would save this information and could use it on demand, with each stage given an index.

In other tools, I like a composite/hierarchical progress indicator. E.g. one for each chain and another for the whole job. I dunno if that would need any particular support from DynamicHMC, I'm mentioning it just in case.