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Do we need resume_from now that we have initial_state? #2171

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@torfjelde

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@torfjelde

AbstractMCMC@5 has initial_state as a mechanism to "resume" a chain.

This then begs the question: do we even need resume_from that is present in many sampler impls in Turing.jl?

resume_from=nothing,
initial_state=DynamicPPL.loadstate(resume_from),

AFAIK the only place resume_from is actually overloaded is for Chains:

https://github.com/TuringLang/DynamicPPL.jl/blob/ff68206d4b34e230c7e444e91fc60297dd5a5bd0/ext/DynamicPPLMCMCChainsExt.jl#L18-L27

IMO we should replace this with a simple getstate or something from Chains and then just use initial_state everywhere to stay consistent with the AbstractMCMC interface.

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