Add a test for SMC sampling from CustomDist in multiple processes

[EliasRas]

Description

This PR adds a test which checks whether sample_smc works with models that contain variables defined using CustomDist.
The related issue #7224 couldn't be reproduced and this PR adds just the test from #7241 to check whether errors pop up in CI.

Related Issue

• Related to BUG: pymc.sample_smc fails with pymc.CustomDist #7224
• Related to Register the overloads added by CustomDist in worker processes #7241

Checklist

• Checked that the pre-commit linting/style checks pass
• Included tests that prove the fix is effective or that the new feature works
• Added necessary documentation (docstrings and/or example notebooks)
• If you are a pro: each commit corresponds to a relevant logical change

Type of change

• New feature / enhancement
• Bug fix
• Documentation
• Maintenance
• Other (please specify): New test

---

📚 Documentation preview 📚: https://pymc--7337.org.readthedocs.build/en/7337/

[ricardoV94]

test_smc is already running on the Windows job, so we have that covered as well:

pymc/.github/workflows/tests.yml

Line 197 in 5a89ceb

- tests/gp/test_cov.py tests/gp/test_gp.py tests/gp/test_mean.py tests/gp/test_util.py tests/ode/test_ode.py tests/ode/test_utils.py tests/smc/test_smc.py tests/sampling/test_parallel.py

[EliasRas]

By default, multiprocessing creates the worker processes differently on Windows (see https://docs.python.org/3/library/multiprocessing.html#contexts-and-start-methods)

[aloctavodia]

@EliasRas Still interested on this PR?

[EliasRas]

This is just a test PR, the actual work is happening #7241. To answer your question: Yes but I've been waiting for opinions on how to fix the issue in a more generic way.

[EliasRas]

Closing in favour of #7241.