Add WALNUTS (Within-Orbit Adaptive Leapfrog No-U-Turn Sampler) Implementation

[juanitorduz]

Feature Summary

Add a support for the algorithm presented in The Within-Orbit Adaptive Leapfrog No-U-Turn Sampler

Why is this needed?

It seems to have some improvements over NUTS:

Empirical evaluations on multiscale target distributions, including Neal’s funnel and the Stock-Watson
stochastic volatility time-series model, demonstrate that WALNUTS achieves substantial improvements in
sampling efficiency and robustness compared to standard NUTS.