Clean-up

[torfjelde]

IMO we should do the following:

1. Add examples in README.md
2. Add testing for the things that can be tested.
3. Allow arbitrary metrics to be used in the optimal transport coupling, i.e. just let the user pass in a function that computes the matrix?
4. Move stuff that is required for experiments only to research/, e.g. get_ahmc_primitives, the dependency on VecTargets.jl.
5. Add some more documentation to parts of the code.

Things that would be nice to have:

1. Actually make this an installable package.
2. Make a new release of AdvancedHMC.jl with the recent changes so that we don't need to depend on #master.
3. Actual documentation using Documenter.jl. Here we could also have some examples.

[xukai92]

I made the repo public already as it's enough to reproduce our paper on its own.
Do you want to take action on you listed items?
Targeting finish them before the actual conference would be good as it could get more visibility since then.

[torfjelde]

Yep, I'll take a go at these:)