Improve docs through increased use of intersphinx

[drbenvincent]

1. Add more intersphinx mappings in conf.py:

   "pandas": ("https://pandas.pydata.org/docs/", None),
   "scikit-learn": ("https://scikit-learn.org/stable/", None),
   

   And also arviz when referring to idata for example.
2. Use external intersphinx references when referring to external classes/functions. E.g. https://www.sphinx-doc.org/en/master/usage/extensions/intersphinx.html#role-external