[breaking] v0.40.0

[penelopeysm]

Merge breaking changes into here.

[github-actions]

Turing.jl documentation for PR #2587 is available at:
https://TuringLang.github.io/Turing.jl/previews/PR2587/

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 84.78%. Comparing base (95d7c83) to head (465642e).
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #2587   +/-   ##
=======================================
  Coverage   84.78%   84.78%           
=======================================
  Files          22       22           
  Lines        1466     1466           
=======================================
  Hits         1243     1243           
  Misses        223      223           

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[coveralls]

Pull Request Test Coverage Report for Build 16389782594

Details

• 0 of 0 changed or added relevant lines in 0 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage remained the same at 85.519%

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Totals
Change from base Build 16349895799:	0.0%
Covered Lines:	1252
Relevant Lines:	1464

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💛 - Coveralls