Add regression test for unstable marginal HMM grad

[ricardoV94]

Closes #720

Depends on pymc-devs/pymc#8382

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 85.30%. Comparing base (86fac3c) to head (0cb1540).
⚠️ Report is 34 commits behind head on main.

Additional details and impacted files

@@             Coverage Diff             @@
##             main     #721       +/-   ##
===========================================
+ Coverage   51.60%   85.30%   +33.69%     
===========================================
  Files          73       98       +25     
  Lines        8003     8980      +977     
===========================================
+ Hits         4130     7660     +3530     
+ Misses       3873     1320     -2553     

see 29 files with indirect coverage changes

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