Improve examples, notebooks and documentation

[xroynard]

• Make a gallery of examples, https://sphinx-gallery.github.io/stable/index.html maybe with https://jupytext.readthedocs.io/en/latest/formats-scripts.html#sphinx-gallery-scripts
• "Replace" notebooks with something else:
  • https://jupytext.readthedocs.io/en/latest/formats-scripts.html
  • https://docs.marimo.io/ and for doc: https://marimo-team.github.io/mkdocs-marimo/
• Replace sphinx with mkdocs, https://www.mkdocs.org/

This is open to discussion, and should definitely be addressed with several PRs