Add transform TO run_inference_loop

[reubenharry]

A first step towards issue #615.

A simple change, in case a user doesn't want to store all the history of the state in a large high dimensional run, for reasons of memory.

A few important guidelines and requirements before we can merge your PR:

• If I add a new sampler, there is an issue discussing it already;
• We should be able to understand what the PR does from its title only;
• There is a high-level description of the changes;
• There are links to all the relevant issues, discussions and PRs;
• The branch is rebased on the latest main commit;
• Commit messages follow these guidelines;
• The code respects the current naming conventions;
• Docstrings follow the numpy style guide
• pre-commit is installed and configured on your machine, and you ran it before opening the PR;

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (08e0d75) 99.22% compared to head (375ec14) 99.22%.

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #621   +/-   ##
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  Coverage   99.22%   99.22%           
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  Files          57       57           
  Lines        2581     2581           
=======================================
  Hits         2561     2561           
  Misses         20       20           

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[junpenglao]

Thanks!
Please add a docstring (And while you are at it, could you update the docstring as well?)