Add an implementation of forward-backward algorithm for HMM models

[yebai]

Hidden Markov Models are quite common in time series analysis. Since they involve discrete variables, HMC is not always appropriate, although we can still apply HMC for continuous parameters of an HMM model. It would be nice to add

1. a customised HMM distribution that accepts transition_matrix, emit_parameters, and emit_distribution as inputs, and returns a parameterised distribution.
2. an implementation of the forward-backwards algorithm, which computes the marginal probability of transimition_matrix, emit_parameters given some data.

References: https://mc-stan.org/docs/2_18/stan-users-guide/hmms-section.html