Only sample using a single thread when sampling multiple chains in parallel

[twiecki]

My prior of what cores=4 does when calling pm.sample() is that pymc would use 4 of my cores. However, because of multi-threading this might not be the case. Furthermore, multi-threading is causing problems when running multiple chains in parallel: #3140

I thus think we should set os.environ['OMP_NUM_THREADS'] = '1' if we're sampling on > 1 core.

[twiecki]

One other approach would be to add a kwarg to sample(threads=1) that defaults to 1.