Raise if step sampler has variables that are not in `model.value_vars`

[ricardoV94]

Description

This showed up in https://discourse.pymc.io/t/incorrect-step-assignments-with-custom-step-function/11360/5

It should be easy to check that step samplers only have variables from model.value_vars

[michaelraczycki]

I'd like to try that out

[michaelraczycki]

From what I found out, sample() calls 'assign_step_methods' to get all the steps initialized. I think that adding something like you can see in line 172-173 can solve this issue of unnoticed incorrect step assignments, but I'm not sure whether we want to raise an error or a warning, and in case of an error - which one?

[ricardoV94]

Probably a ValueError saying the step samplers should only have value variables that belong to the model.

[michaelosthege]

Closed by #6524