Revive the package

[torfjelde]

TODOs (in order of priority):

• Make it functional again, e.g. bump compat entries and make sure things are still working. Done in Revival of MCMCTempering.jl #158 .
• Move test/compat.jl into extensions and drop support for Julia <1.9. Done in Added extensions for AdvancedHMC.jl and AdvancedMH.jl #161.
• Path tempering (currently only have naive tempering without "known" reference).
• See what we can make use of from Add some interface functions to support the new Gibbs sampler in Turing TuringLang/AbstractMCMC.jl#144.
• Take advantage of new step_warmup in AbstractMCMC.jl.
• Adaptation for temperatures
• Parallelism.