Initial AbstractMCMC.step should not sample (#366)

* initial step should just construct the initial transitio and step; it
should not perform any sampling of the parameters.

* bump patch version

* Update src/abstractmcmc.jl

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

* fixed issue in callback for first iteration

* attempt at fixing callback issues

---------

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Co-authored-by: Hong Ge <[email protected]>

src/abstractmcmc.jl

@@ -165,8 +165,8 @@ function AbstractMCMC.step(
 
     # Compute next transition and state.
     state = HMCState(0, t, metric, κ, adaptor)
-    # Take actual first step.
-    return AbstractMCMC.step(rng, model, spl, state; kwargs...)
+    # Return the initial transition and state.
+    return Transition(t.z, merge(stat(t), (is_adapt = false,))), state
 end
 
 function AbstractMCMC.step(
@@ -260,10 +260,13 @@ function (cb::HMCProgressCallback)(
     κ = state.κ
     tstat = t.stat
     isadapted = tstat.is_adapt
-    if isadapted
-        cb.num_divergent_transitions_during_adaption[] += tstat.numerical_error
-    else
-        cb.num_divergent_transitions[] += tstat.numerical_error
+    # 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
     end
 
     # Update progress meter