Approximate inference mehtods

Now that we have good baselines from HMC/NUTS, we can start introducing various approximate inference methods. It would be a good idea to start with SGHMC, which is already implemented in blackjax and is compatible with models defined in numpyro: https://blackjax-devs.github.io/blackjax/autoapi/blackjax/sgmcmc/sghmc/index.html#module-blackjax.sgmcmc.sghmc