Check list for 0.6 release

[fehiepsi]

• (optional) Progress bar for parallel chain Pbar jitted mcmc #900
• Add some docs for covtype and expose that example to gallery Expose covtype example to docs #927
• Using softplus transform for scale parameters in autoguides Softplus transform as a more numerically stable way to enforce positive constraint #855
• [ ] (optional) Finish the embarrassingly parallel tutorial Try flow hmc in covtype dataset #277
• Merge MixedHMC PR Implement mixed hmc #826
• [ ] (optional) Add a wrapper for Nested Sampling Exploring nested sampling #807 Probably add some simple-to-implement cdf methods (e.g. Uniform.cdf?)
• Deprecate TruncatedNormal/TruncatedCauchy in favor of more flexible TruncatedDistribution...
• Switch Uniform back to the original Uniform implementation, rather than a TransformedDistribution implementation. Transformed implementation is unnecessary now because we have dropped dynamic support (in favor of the more flexible reparam API)
• Fix some legacy docs in potential_energy and DiscreteHMCGibbs
• [ ] Target jax 0.2.10 and jaxlib 0.1.62?
• Port obs_mask from Pyro Support obs_mask kwarg in sample statements pyro#2772? then update Imputing tutorials
• Port handler get_mask from https://github.com/pyro-ppl/pyro/pull/2751/files and optimize NeuTra, HMCECS, autoguide,...