Use emcee backend for saving chains.

[nstarman]

Description

Need to save chains and plot them. Want to save chains as we go. Emcee has a nice thing going.

https://emcee.readthedocs.io/en/stable/tutorials/monitor/

Checklist

• Check out our contributing guidelines.
• Check out our code of conduct.
• Search the GitHub repository to see if a similar issue has already been posted. If a similar issue is closed, have a quick look to see if you are satisfied by the resolution. If not please go ahead and open an issue!