Fix nuts with gibbs

[amal-ghamdi]

~closes 512~ ~closes 537~ ~closes 524~

• [ ] address all issues above
• [ ] add some demo or test (demo37_experimental_mcmc_module_Gibbs.ipynb for example)

Results from running NUTS (before and after update) demo37_experimental_mcmc_module_Gibbs.ipynb with changing max depth to 15

Before (time ~ 1 min)

After (time ~ 20 min)

[amal-ghamdi]

512 might be addressed separately later. Now I am closing this and I opened #545 that closes #537 and #524