Integrate Slice Sampling: Covariance Matching MCMC

[lorcandelaney]

See #772

Includes:

1. Method for Covariance-Adaptive Slice Sampling: Covariance Matching.
2. Tests for Covariance Matching method.
3. TO DO: Notebooks.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 100.00%. Comparing base (fe3e6d7) to head (dbc221e).
Report is 1915 commits behind head on main.

Additional details and impacted files

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  Coverage   100.00%   100.00%            
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  Files           66        67     +1     
  Lines         7052      7180   +128     
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+ Hits          7052      7180   +128     

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[ben18785]

Very readable code -- nice work! I've suggested a few (very minor) changes. I can't see where this code deviates from what is written. The only thing I'm unsure about is whether ask / tell returns the gradient or negative gradient and if F and R need to be transposed (as this is the last part of your chud function).

Can you add an example notebook here that shows the issue? I couldn't find one.

[MichaelClerx]

@lorcandelaney if the other PR is "correct" does that mean this one can go??

Sorry it's a different method isn't it?

[MichaelClerx]

Is this ready for re-review @ben18785 ?