Add new issue templates

.github/ISSUE_TEMPLATE/bug_report.md

@@ -1,10 +1,9 @@
 ---
 name: Bug report
-about: Create a report to help us reproduce and correct the bug
+about: Create a report to help us reproduce and correct the bug.
 title: ''
 labels: ''
 assignees: ''
-
 ---
 
 <!--
@@ -28,7 +27,7 @@ If the code is too long, feel free to put it in a public gist and link
 it in the issue: https://gist.github.com
 -->
 
-```
+```python
 Sample code to reproduce the problem
 ```
 

.github/ISSUE_TEMPLATE/enhancement.md

@@ -0,0 +1,35 @@
+---
+name: Enhancement proposal
+about: Propose an improvement to blackjax.
+title: ''
+labels: ''
+assignees: ''
+---
+
+<!--
+Before suggesting an improvement, please make sure this hasn't already been suggested by searching through the past issues and the PR tracker.
+-->
+
+### Current behavior
+
+<!--
+What behavior of the library made you think about the improvement?
+-->
+
+```python
+Sample code with the current behavior
+```
+
+### Desired behavior
+
+<!--
+How would you like it to behave?
+-->
+
+```python
+Sample code with the desired behavior
+```
+
+<!--
+Be mindful that your proposal may be challenged. Blackjax has strong design principles that we are committed to stick to. If there is an alternative way to achieve what you would like, we will let you know.
+-->

.github/ISSUE_TEMPLATE/how_to.md

@@ -0,0 +1,9 @@
+---
+name: How to do X?
+about: You would like to use blackjax but don't know how.
+title: ''
+labels: ''
+assignees: ''
+---
+
+Please [open an new discussion](https://github.com/blackjax-devs/blackjax/discussions/new). The issue tracker is reserved for bug reports and feature requests.

.github/ISSUE_TEMPLATE/sampler_proposal.md

@@ -0,0 +1,44 @@
+---
+name: New sampler
+about: Request the implementation of a new sampler.
+title: ''
+labels: ''
+assignees: ''
+---
+
+<!--
+Before suggesting a new sampler, please make sure this hasn't already been suggested by searching through the past issues and the PR tracker.
+-->
+
+### Presentation of the new sampler
+
+<!--
+Assume that we know nothing about this sampler. Please give us as much information as possible so we can judge it fairly. That includes (but is not limited to):
+- Academic article
+- Blog posts
+- Implementations
+- Personnal experience with the algorithm
+-->
+
+### How does it compare to other algorithms in blackjax?
+
+<!--
+How does it compare in terms of
+- Performance
+- Generality
+- Complexity
+-->
+
+### Where does it fit in blackjax
+
+<!--
+Please explain to us why you are suggesting this algorithm for integration with blackjax.
+-->
+
+### Are you willing to open a PR?
+
+<!--
+Tell us whether you are willing to implement the algorithm yourself, and if so if you can share a design plan.
+-->
+
+<!-- Thanks for contributing! -->