AMAGOLD support

[Vaibhavdixit02]

Came across http://proceedings.mlr.press/v108/zhang20e.html which seems to guarantee asymptotic convergence with the goodness of efficiency with SGHMC. Adding here to see if there is interest from users or plans from the devs to add this.

[Red-Portal]

Stochastic gradient MCMC methods, in general, are very young, and radically new approaches emerge every year. Unless AMAGOLD specifically proves to be real-world ready, I doubt that it would earn a high priority for development. Has any other competing platform like Stan or PyMC implemented AMAGOLD or any stochastic gradient MCMC method really?