XFAIL MLDA tests because it needs refactoring

See #5021

Author: michaelosthege

Diff for: pymc3/tests/test_examples.py

@@ -350,6 +350,9 @@ def build_models(self):
 
         return model, coarse_models
 
+    @pytest.mark.skip(
+        reason="MLDA needs to be refactored to no longer depend on trace continuation. See #5021."
+    )
     def test_run(self):
         model, coarse_models = self.build_models()
 

Diff for: pymc3/tests/test_step.py

@@ -579,11 +579,12 @@ def test_step_continuous(self):
                         HamiltonianMC(scaling=C, is_cov=True, blocked=False),
                     ]
                 ),
-                MLDA(
-                    coarse_models=[model_coarse],
-                    base_S=C,
-                    base_proposal_dist=MultivariateNormalProposal,
-                ),
+                # NOTE: The MLDA uses the trace continuation which was removed.
+                # MLDA(
+                #     coarse_models=[model_coarse],
+                #     base_S=C,
+                #     base_proposal_dist=MultivariateNormalProposal,
+                # ),
             )
         for step in steps:
             idata = sample(
@@ -1038,6 +1039,9 @@ def test_sampler_stats(self):
         assert (trace.model_logp == model_logp_).all()
 
 
+@pytest.mark.skip(
+    reason="MLDA needs to be refactored to no longer depend on trace continuation. See #5021."
+)
 class TestMLDA:
     steppers = [MLDA]