pass initial_state through for NUTS sampling

[penelopeysm]

Closes #2679

[github-actions]

Turing.jl documentation for PR #2680 is available at:
https://TuringLang.github.io/Turing.jl/previews/PR2680/

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 87.21%. Comparing base (48808be) to head (8935940).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #2680   +/-   ##
=======================================
  Coverage   87.21%   87.21%           
=======================================
  Files          22       22           
  Lines        1431     1431           
=======================================
  Hits         1248     1248           
  Misses        183      183           

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