nested sample_dims rcParam?

[OriolAbril]

Most things are compatible with arbitrary sample_dims, but at the same time things like:

post = az.extract(idata)
post.azstats.hdi()

won't work. We need to either use combined=False in extract or sample_dims="sample" in hdi. I was thinking that a potential alternative would be having sample_dims = [["chain", "draw"], ["sample"]] and then for sample_dims=None loop over all registered sample_dims combinations in rcParams, and use the first one where all sample_dims are present in all input variables.

I think this will generate more issues than what it will solve, but I wanted to post anyway and see how other people feel

[aloctavodia]

I think I agree with you that this could potentially generate more issues than those that will solve...