Revert "Initial AbstractMCMC.step should not sample (#366)"

This reverts commit 32d0446.

src/abstractmcmc.jl

@@ -165,8 +165,8 @@ function AbstractMCMC.step(
 
     # Compute next transition and state.
     state = HMCState(0, t, metric, κ, adaptor)
-    # Return the initial transition and state.
-    return Transition(t.z, merge(stat(t), (is_adapt = false,))), state
+    # Take actual first step.
+    return AbstractMCMC.step(rng, model, spl, state; kwargs...)
 end
 
 function AbstractMCMC.step(
@@ -260,13 +260,10 @@ function (cb::HMCProgressCallback)(
     κ = state.κ
     tstat = t.stat
     isadapted = tstat.is_adapt
-    # The initial transition will not much information beyond the `is_adapt` field.
-    if haskey(tstat, :numerical_error)
-        if isadapted
-            cb.num_divergent_transitions_during_adaption[] += tstat.numerical_error
-        else
-            cb.num_divergent_transitions[] += tstat.numerical_error
-        end
+    if isadapted
+        cb.num_divergent_transitions_during_adaption[] += tstat.numerical_error
+    else
+        cb.num_divergent_transitions[] += tstat.numerical_error
     end
 
     # Update progress meter