[DOC] user guide: move TSI in section 1 concepts

[jpaillard]

Description of TSI is currently in section 3, it would be intuitive to introduce it in the "concetps" section 1.

[AngelReyero]

Also it would be interesting adding in concepts a file explaining what are the statistical guarantees that we can obtain: p-values/ FWER / FDR.

[jpaillard]

Also add the theoretical quantity targeted by sparse linear models (like desparsified lasso)