Expose all DynamicHMC configuration options in DynamicNUTS

[sethaxen]

Currently DynamicNUTS in https://github.com/TuringLang/Turing.jl/blob/master/src/contrib/inference/dynamichmc.jl doesn't expose most of the configuration options for DynamicHMC. The complete set of options (with defaults) is:

• initialization = ()
• warmup_stages = DynamicHMC.default_warmup_stages()
• algorithm = DynamicHMC.NUTS()
• reporter = DynamicHMC.NoProgressReport()
  For descriptions of these, see https://www.tamaspapp.eu/DynamicHMC.jl/stable/interface/#DynamicHMC.mcmc_with_warmup

Of these, currently Turing sets the q field of initialization to some initial point; the rest of the options are left at the defaults:

Turing.jl/src/contrib/inference/dynamichmc.jl

Lines 71 to 77 in c9409e2

	results = DynamicHMC.mcmc_keep_warmup(
	rng,
	ℓ,
	0;
	initialization = (q = vi[spl],),
	reporter = DynamicHMC.NoProgressReport(),
	)

. It probably makes sense for reporter to be left at the default to not interfere with AbstractMCMC's own logging.

A good start might be to redefine:

struct DynamicNUTS{AD,space,I,W,A} <: Hamiltonian{AD}
    initialization::I
    warmup_stages::W
    algorithm::A
end

and add constructors for DynamicNUTS that populate the new fields with their defaults if not provided by the user. Then the above call to mcmc_keep_warmup needs to be updated to provide these keywords.

For reference, the SampleChainsDynamicHMC implementation at https://github.com/cscherrer/SampleChainsDynamicHMC.jl/blob/master/src/SampleChainsDynamicHMC.jl allows each of these configuration options to be specified.