Make `horseshoe_nbinom_gibbs` return a kernel about aemcmc HOT 3 CLOSED

That makes sense. How would you consider we refactor this so that we can accommodate those who want to sample directly without building their own scan loop and those who want to compose their own? Im gussing we'd need another function like get_samples that takes the step_fn kernel and initial values as arguments and then calls scan internally?

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Im gussing we'd need another function like get_samples that takes the step_fn kernel and initial values as arguments and then calls scan internally?

That's the idea yes.

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We should emulate what we do in #35 for the NUTS kernel and come up with a framework for state passing that is compatible with all kernels and sampling steps.

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