fix init_params bug in hmcgibbs (#1673)

* fix init_params bug in hmcgibbs

* improved concision

* only set init_params to gibbs if param is gibbs

numpyro/infer/hmc_gibbs.py

@@ -132,11 +132,16 @@ def init(self, rng_key, num_warmup, init_params, model_args, model_kwargs):
             ).get_trace(*model_args, **model_kwargs)
 
         rng_key, key_z = random.split(rng_key)
-        gibbs_sites = {
-            name: site["value"]
-            for name, site in self._prototype_trace.items()
-            if name in self._gibbs_sites
-        }
+
+        gibbs_sites = {}
+
+        for name, site in self._prototype_trace.items():
+            if init_params and (name in init_params) and (name in self._gibbs_sites):
+                gibbs_sites[name] = init_params.pop(name)
+
+            elif name in self._gibbs_sites:
+                gibbs_sites[name] = site["value"]
+
         model_kwargs["_gibbs_sites"] = gibbs_sites
         hmc_state = self.inner_kernel.init(
             key_z, num_warmup, init_params, model_args, model_kwargs