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MarginalLogDensities extension (#1036)

* Transfer MarginalLogDensities extension from Turing

See: https://github.com/TuringLang/Turing.jl/pull/2664

Co-authored-by: Sam Urmy <oceanographerschoice@gmail.com>

* Add documentation

* Bump patch, add changelog

* Add compat entry for MLD

* Fix docs

* Allow user to specify VarInfo used for marginalisation

* Use linked varinfo by default

* Make the non-essential stuff all keyword arguments

* Fix docs

* Add `VarInfo(::MarginalLogDensity)` method

* Use new `cached_params` function

* Add more detailed changelog

Co-authored-by: Sam Urmy <oceanographerschoice@gmail.com>

* Add error hint if marginalize is called before loading MLD

* fix comma -> semicolon typo

* remove test with symbol

* Update changelog, use -ise in prose

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Co-authored-by: Sam Urmy <oceanographerschoice@gmail.com>

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