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Everything should be documented at the path we expect users to use the object from. Here it is very clearly pymc.sample.

This was one of the main efforts in improving the docs between v3 and v4, and doing it well allows code samples (in pymc-examples among others) to automatically add links to the docs within the rendered code blocks.

Many thanks for your reply @OriolAbril.

Everything should be documented at the path we expect users to use the object from. Here it is very clearly pymc.sample.

So in case, if I understand correctly, the documentation should change the pymc.sampling.mcmc.sample back to pymc.sample like versions prior to 5.10.1, which is the path users should use.

Exactly, not only pymc.sample though, most functions in the sampling page need to be corrected. Are you interested in sending a PR to fix it?