Add tune to pCN and rename pCN to PCN

[chaozg]

fixed #415
fixed #403

What's the issue:

• In pCNNew, tune method was empty and the unit test on warmup was omitted;
• pCNNew should be PCNNew to keep consistency with other samplers, like ULA and LinearRTO

What I did:

• added tune which is basically copy-paste from the old sampler;
• initialized self.lambd in constructor;
• activated the unit test on PCNNew's warmup in tests/zexperimental/test_mcmc.py;
• removed PCNNew from exception for unit test on history state in tests/zexperimental/test_mcmc.py;
• deleted a comment on checking if prior is Gaussian as it is now being checked in validate_target;
• renamed pCNNew to PCNNew while keeping the old pCN untouched.

[nabriis]

Thanks @chaozg. Glad to see the change was relatively straight forward. I had a few comments.

[chaozg]

Thanks @nabriis , I've updated the codes according to your comment : )

[nabriis]

Thanks @chaozg. I could not see the state keys was updated. I also wanted to see if you could try adding this sampler to the checkpointing unit tests.

[nabriis]

LGTM. Sorry for the slow review ;)

[jakobsj]

Looks good, just a couple of small points.

[jakobsj]

Many thanks for consulting with @furibec and adding the reference and additional explanation, as well as the new issue to revert the value. Happy for this to be merged now!