Rename `rwmh` to `rmh` about blackjax HOT 6 CLOSED

Remember to change the file header to reflect the choice of name convention

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One design choice is to have mh being a general kernel, and have random-walk MH and hmc both call mh. This is what TFP is doing.

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The implementation of mh is already very general here, so this would be possible with very little change.

Any drawback to that design that you know of?

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It will actually be a bit of work to use it in hmc and especially nuts. Do we want that for the next release or later?

I suggest to start with the name change up to the gaussian_rwrmh algorithm as someone is working on an example notebook.

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+1 starting with name change - how about just gaussian_rmh? gaussian is the kernel and i always consider random walk here being not a very good description (ie it shouldn't be a random walk)

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I always consider random walk here being not a very good description (ie it shouldn't be a random walk)

That is a good point, but how do we call a file that contains gaussian_rmh and lognormal_rmh? Random walk kind of makes sense when you oppose it to deterministic HMC proposals.

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