Blackjax sampler fix for breaking change / enable progress bar under parallel chain_method

[andrewdipper]

blackjax-devs/blackjax#712 changes the expected jax.lax.scan carry in progress_bar_scan. Since pymc's external blackjax sampler directly uses progress_bar_scan it will break when progressbar=True. This change switches to use a new wrapper to hide the progress bar details. In addition it enables the use of progress bars under chain_method="parallel".

I think any breaking issues can be handled by restricting blackjax version numbers. However, I'm not sure how to properly do that?

And of course for now tests are expected to fail until the changes show in a blackjax release.

PRs that are dependencies:
blackjax-devs/blackjax#712
blackjax-devs/blackjax#716

Checklist

• Checked that the pre-commit linting/style checks pass
• Included tests that prove the fix is effective or that the new feature works
• Added necessary documentation (docstrings and/or example notebooks)
• If you are a pro: each commit corresponds to a relevant logical change

Type of change

• New feature / enhancement
• Bug fix
• Documentation
• Maintenance
• Other (please specify):

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📚 Documentation preview 📚: https://pymc--7453.org.readthedocs.build/en/7453/

[ricardoV94]

I think any breaking issues can be handled by restricting blackjax version numbers.

It's enough if we're compatible with the latest blackjax releases.

We can raise a runtime informative error if we know the installed version of blackjax is too old to work, directing users to update it

[junpenglao]

I guess this needs a new Blackjax release to work
Just cut a new Blackjax release, this should fix the test fail

[andrewdipper]

Thanks for the new release

Looks like it needs to get into conda first

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 92.17%. Comparing base (48e56c3) to head (c58d94d).
Report is 6 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #7453      +/-   ##
==========================================
- Coverage   92.20%   92.17%   -0.03%     
==========================================
  Files         103      103              
  Lines       17301    17258      -43     
==========================================
- Hits        15952    15908      -44     
- Misses       1349     1350       +1     

Files	Coverage Δ
pymc/sampling/jax.py	94.78% <100.00%> (+0.75%)	⬆️

... and 1 file with indirect coverage changes