Add SGLD

[ErikQQY]

Fix: #60

[github-actions[bot]]

AdvancedHMC.jl documentation for PR #447 is available at: https://TuringLang.github.io/AdvancedHMC.jl/previews/PR447/

[ErikQQY]

Tests pass locally, not sure what's going wrong with CI🤔

[sunxd3]

CI errors look like not our faults. I'll take a deeper look shortly, thanks!

[codecov[bot]]

Codecov Report

Attention: Patch coverage is 92.72727% with 4 lines in your changes missing coverage. Please review.

Project coverage is 76.18%. Comparing base (6429519) to head (a99df0d).

Files with missing lines	Patch %	Lines
src/abstractmcmc.jl	90.47%	4 Missing :warning:

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #447      +/-   ##
==========================================
+ Coverage   75.44%   76.18%   +0.73%     
==========================================
  Files          21       21              
  Lines        1230     1285      +55     
==========================================
+ Hits          928      979      +51     
- Misses        302      306       +4     

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