Integration test for Turing

[yebai]

It's helpful to set up an integration test workflow, such that we automatically test against Turing for new PRs. See

https://github.com/TuringLang/DynamicPPL.jl/blob/master/.github/workflows/IntegrationTest.yml

Additionally, it might be useful to adopt the bors setup from DynamicPPL.