Remove unreachable lines of sampling code (#4261)

* remove unreachable code

* clarify docs, invert guard

* clarify that steps is a sequence

* 📝 update docstring

pymc3/sampling.py

@@ -112,31 +112,31 @@ def instantiate_steppers(_model, steps, selected_steps, step_kwargs=None):
     ----------
     model : Model object
         A fully-specified model object; legacy argument -- ignored
-    steps : step function or vector of step functions
-        One or more step functions that have been assigned to some subset of
-        the model's parameters. Defaults to None (no assigned variables).
-    selected_steps : dictionary of step methods and variables
-        The step methods and the variables that have were assigned to them.
+    steps : list
+        A list of zero or more step function instances that have been assigned to some subset of
+        the model's parameters.
+    selected_steps : dict
+        A dictionary that maps a step method class to a list of zero or more model variables.
     step_kwargs : dict
         Parameters for the samplers. Keys are the lower case names of
-        the step method, values a dict of arguments.
+        the step method, values a dict of arguments. Defaults to None.
 
     Returns
     -------
-    methods : list
-        List of step methods associated with the model's variables.
+    methods : list or step
+        List of step methods associated with the model's variables, or step method
+        if there is only one.
     """
     if step_kwargs is None:
         step_kwargs = {}
 
     used_keys = set()
     for step_class, vars in selected_steps.items():
-        if len(vars) == 0:
-            continue
-        args = step_kwargs.get(step_class.name, {})
-        used_keys.add(step_class.name)
-        step = step_class(vars=vars, **args)
-        steps.append(step)
+        if vars:
+            args = step_kwargs.get(step_class.name, {})
+            used_keys.add(step_class.name)
+            step = step_class(vars=vars, **args)
+            steps.append(step)
 
     unused_args = set(step_kwargs).difference(used_keys)
     if unused_args: