Add another note about multiple chains params

Author: penelopeysm

usage/sampling-options/index.qmd

@@ -163,14 +163,16 @@ chn[:x][1,:], chn[:y][1,:]
 ## Upcoming changes in Turing v0.41
 
 In Turing v0.41, instead of providing _initial parameters_, users will have to provide what is conceptually an _initialisation strategy_.
-The keyword argument is still `initial_params`, but the permitted values will either be:
+The keyword argument is still `initial_params`, but the permitted values (for single-chain sampling) will either be:
 
 - `InitFromPrior()`: generate initial parameters by sampling from the prior
 - `InitFromUniform(lower, upper)`: generate initial parameters by sampling uniformly from the given bounds in linked space
 - `InitFromParams(namedtuple_or_dict)`: use the provided initial parameters, supplied either as a `NamedTuple` or a `Dict{<:VarName}`
 
 Initialisation with `Vector` will be fully removed due to its inherent ambiguity.
 Initialisation with a raw `NamedTuple` will still be supported (it will simply be wrapped in `InitFromParams()`); but we expect to remove this eventually, so it will be more future-proof to use `InitFromParams()` directly.
+
+For multiple chains, the same as above applies: the `initial_params` keyword argument should be a vector of initialisation strategies, one per chain.
 :::
 
 ## Saving and resuming sampling