HMC: Multinomial Sampling Instead of Slice Sampling

[wesselb]

As mentioned on page 59 in [1], multinomial sampling instead of slice sampling may provide an improvement in overall performance.

[1] https://arxiv.org/abs/1701.02434

[xukai92]

@yebai Do you think it make more sense for us to implement this first so that our algorithm is the same as Stan and DHMC before we try to find a possible bug?

[yebai]

It sounds good to me, although I suspect that the bug is in the build_tree part of the code. Maybe we can improve the code a bit by implementing the multinomial sampling scheme.

[xukai92]

Closed by PR #79.