Update logp in varinfo when external samplers are used

[penelopeysm]

Closes #2583, where the logp from externalsampler was not being correctly set in varinfo and hence the chain.

Plots shown below:
Before = logp was never updated, so logp is just a flat line.
After = logp changes with the parameters.

These were run using AdvancedMH. I've tested with AdvancedHMC and SliceSampling (cf. TuringLang/SliceSampling.jl#15) and similar improvements are observed.

using Turing, Plots, AdvancedMH

@model function test_model(y)
    a ~ Normal(0, 1)
    y ~ Normal(a, 1)
end

y = rand(Normal(0.5, 1), 100)
model = test_model(y)

chain_1 = sample(model, externalsampler(AdvancedMH.RWMH(1)), 100);

plot(chain_1, [:a, :lp], seriestype = :traceplot)

Before

After

[github-actions]

Turing.jl documentation for PR #2616 is available at:
https://TuringLang.github.io/Turing.jl/previews/PR2616/

[codecov]

Codecov Report

Attention: Patch coverage is 77.77778% with 4 lines in your changes missing coverage. Please review.

Project coverage is 85.46%. Comparing base (1aa95ac) to head (1e85c00).
Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
src/mcmc/external_sampler.jl	86.66%	2 Missing ⚠️
src/mcmc/gibbs.jl	33.33%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2616      +/-   ##
==========================================
- Coverage   85.60%   85.46%   -0.15%     
==========================================
  Files          22       22              
  Lines        1459     1465       +6     
==========================================
+ Hits         1249     1252       +3     
- Misses        210      213       +3     

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[coveralls]

Pull Request Test Coverage Report for Build 16291041266

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

• For more information on this, see Tracking coverage changes with pull request builds.
• To avoid this issue with future PRs, see these Recommended CI Configurations.
• For a quick fix, rebase this PR at GitHub. Your next report should be accurate.

Details

• 14 of 18 (77.78%) changed or added relevant lines in 2 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage decreased (-0.1%) to 85.519%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/mcmc/external_sampler.jl	13	15	86.67%
src/mcmc/gibbs.jl	1	3	33.33%

Totals
Change from base Build 16154040908:	-0.1%
Covered Lines:	1252
Relevant Lines:	1464

---

💛 - Coveralls

[mhauru]

Good stuff, just one trivial typo.

[mhauru]

Suggested change

	- `Turing.Inference.isgibbscomponent(::MySampler)`: If you want your sampler to function as a component in Turing's Gibbs sampler, you should make this to `true`.
	- `Turing.Inference.isgibbscomponent(::MySampler)`: If you want your sampler to function as a component in Turing's Gibbs sampler, you should make this evaluate to `true`.

[penelopeysm]

Changed, thanks!

[penelopeysm]

There's another bug that is quite closely related #2617, but that one looks harder to diagnose and I think I'd like to leave it for a separate PR, so I'll merge this first so that we have a first-order solution to the original bug. Thanks @mhauru!