Attempt to allow compound step methods for PyMC3

This MR follows from #256 (closed) and is an attempt to allow users to define compound steps when using PyMC3 in bilby.

@rhys.green - can you give this a try and see if it works for you?

bilby/core/sampler/pymc3.py

@@ -433,11 +433,9 @@ class Pymc3(MCMCSampler):
                 for key in self.step_method:
                     # check for a compound step list
                     if isinstance(self.step_method[key], list):
-                        compound = []
                         for sms in self.step_method[key]:
                             curmethod = sms.lower()
-                            compound.append(pymc3.__dict__[step_methods[curmethod]]([self.pymc3_priors[key]]))
-                        self.kwargs['step'].append(compound)
+                            self.kwargs['step'].append(pymc3.__dict__[step_methods[curmethod]]([self.pymc3_priors[key]]))
                     else:
                         curmethod = self.step_method[key].lower()
                         self.kwargs['step'].append(pymc3.__dict__[step_methods[curmethod]]([self.pymc3_priors[key]]))