Tests on master fail

[devmotion]

Tests on master, and in the same way in this PR, fail terribly currently 😮 It seems not a single AdvancedHMC-related test passes and the logs (e.g. https://pipelines.actions.githubusercontent.com/N6hMANmENxs4asRtCYxRx2T5dwtGFqB7REAP98WHa7yPx1CJ2q/_apis/pipelines/1/runs/13034/signedlogcontent/4?urlExpires=2021-01-28T02%3A04%3A15.5098764Z&urlSigningMethod=HMACV1&urlSignature=vljLf7fo15GLGBuVX4H6SoFlm2E%2FpDlq8ilNYVpd%2BRQ%3D) contain just 6 hours of repeated warnings of AdvancedHMC about numerical errors and rejected proposals. I have no idea why this happens.

Originally posted by @devmotion in #1500 (comment)

[devmotion]

I figured out a bunch of issues for Dirichlet with ReverseDiff (TuringLang/DistributionsAD.jl#151), maybe it fixes some of the issues?

[devmotion]

The main problem seems to be fixed by DistributionsAD 0.6.17: https://github.com/TuringLang/Turing.jl/runs/1794239484

The remaining errors are due to recent changes in Distributions which allow integer-valued parameters and hence seem to require similar generalizations for TuringDirichlet in DistributionsAD (or specific constructors).