Support multi-threaded sampling in other NUTS services #3204
Description
Summary:
Currently, sampling multiple chains in parallel is available for the hmc_nuts_diag_e_adapt and hmc_nuts_dense_e_adapt functions but not others:
hmc_nuts_unit_e_adapthmc_nuts_unit_ehmc_nuts_diag_ehmc_nuts_dense_e
Adding the necessary overloads to support this feature in those services would let us dramatically simplify some of the calling code in CmdStan.
Current Version:
v2.32.2