Is your feature request related to a problem? Please describe.
The ParallelMCMC feature does not work on distributed memory systems. It works fine on my computer, but it is not suitable for use on a cluster. For example, I request for cores on the cluster, run ParallelMCMC, and it runs each MCMC serially on the same core, meaning it takes four times longer than it should.

Describe the solution you'd like
Implement ParallelMCMC using a parallel package compatible with multiple nodes. The multiprocessing.Pool method is convenient, but inappropriate in this context.

Describe alternatives you've considered
The ParallelMCMC module is essentially just a wrapper for running individual MCMC cases, so you can certainly run multiple individual jobs on a cluster.