Useful to have a to_distribution(ssm_problem) which returns a Distributions.ProductNamedTupleDistribution. This would allow PPL users like JuliaBUGS and Turing to use SSMProblems inside @model easily.
TuringLang/Turing.jl#2659 and TuringLang/JuliaBUGS.jl#27 are related.