remove direct arviz dependency, move arviz plotting to how-to-guide

[janfb]

Context

• sbi has supported ArviZ integration for MCMC diagnostics and included ArviZ as a
  direct dependency.
• Users reported dependency issues; ArviZ is only needed for diagnostics and can be
  used optionally through PyMC or a separate install.

Motivation

• Reduce hard dependencies while keeping a clear path to diagnostics.
• Move ArviZ usage into a concise how-to guide that users can follow explicitly.

Choices

• Remove ArviZ as a direct dependency and drop the built-in get_arviz_inference_data
  API.
• Keep PyMC required for now, which still pulls ArviZ transitively.
• Replace the advanced tutorial with a short how-to under Sampling, focusing on the
  default slice sampler and highlighting PyMC/Pyro alternatives.
• Remove the deprecated thinning warning to reduce noise.

[codecov]

❌ 1 Tests Failed:

Tests completed	Failed	Passed	Skipped
5816	1	5815	146

View the full list of 1 ❄️ flaky test(s)

tests/torchutils_test.py::TorchUtilsTest::test_searchsorted

Flake rate in main: 35.06% (Passed 50 times, Failed 27 times)

Stack Traces | 0.004s run time

.venv/lib/python3.10....../site-packages/xdist/remote.py:289: in pytest_runtest_logreport
    self.sendevent("testreport", data=data)
.venv/lib/python3.10....../site-packages/xdist/remote.py:126: in sendevent
    self.channel.send((name, kwargs))
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:912: in send
    self.gateway._send(Message.CHANNEL_DATA, self.id, dumps_internal(item))
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1629: in dumps_internal
    return _Serializer().save(obj)  # type: ignore[return-value]
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1647: in save
    self._save(obj)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1667: in _save
    dispatch(self, obj)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1744: in save_tuple
    self._save(item)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1667: in _save
    dispatch(self, obj)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1740: in save_dict
    self._write_setitem(key, value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1734: in _write_setitem
    self._save(value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1667: in _save
    dispatch(self, obj)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1740: in save_dict
    self._write_setitem(key, value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1734: in _write_setitem
    self._save(value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1667: in _save
    dispatch(self, obj)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1740: in save_dict
    self._write_setitem(key, value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1734: in _write_setitem
    self._save(value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1667: in _save
    dispatch(self, obj)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1740: in save_dict
    self._write_setitem(key, value)
.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1734: in _write_setitem
    self._save(value)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

self = <execnet.gateway_base._Serializer object at 0x7f3385582c50>
obj = tensor([0.0000, 0.1111, 0.2222, 0.3333, 0.4444, 0.5556, 0.6667, 0.7778, 0.8889])

    def _save(self, obj: object) -> None:
        tp = type(obj)
        try:
            dispatch = self._dispatch[tp]
        except KeyError:
            methodname = "save_" + tp.__name__
            meth: Callable[[_Serializer, object], None] | None = getattr(
                self.__class__, methodname, None
            )
            if meth is None:
>               raise DumpError(f"can't serialize {tp}") from None
E               execnet.gateway_base.DumpError: can't serialize <class 'torch.Tensor'>

.venv/lib/python3.10....................................................../site-packages/execnet/gateway_base.py:1665: DumpError

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[manuelgloeckler]

Looks good. Thanks!