Add support for local variables in RenyiELBO

[fehiepsi]

Fixes #1607

Also fixes a jaxns issue causing master branch CI failing.

TODO:

• make sure that subsample_idx is the same across local variables

[fehiepsi]

Thanks for reviewing, @martinjankowiak! Let me know if you have further questions.

[martinjankowiak]

lgtm but it's hard to reason about how these changes might affect the dice bits (i.e. for non-reparameterizable guide sites). i think it'd be good to add a simple test, e.g. check that if you optimize renyi elbo the result is approximately 0.0 for model = guide with model = Categorical(...). or do we have other tests that cover the non-reparameterizable case?

edit: maybe test_svi.py::test_svi_discrete_latent is sufficient? wdyt?

[fehiepsi]

Currently, we don't support discrete latent sites in those ELBO, RenyiELBO,... A warning will be displayed in those cases (covered in test_svi_discrete_latent)