Closed
Description
Some samplers - most importantly HMC/NUTS - collect warnings about things like divergences.
These warnings are currently aggregated in a weird mix of attributes on the step method, and the SamplerReport living inside the MultiTrace.
By refactoring this into sampler stats (of str dtype) we can simplify (delete) a lot of code from step methods, sampling.py and the sample storage backends (BaseTrace, MultiTrace, SamplerReport).