[MRG+1] TheilSen robust linear regression

A multiple linear Theil-Sen regression for the Scikit-Learn toolbox. The implementation is based on the algorithm from the paper "Theil-Sen Estimators in a Multiple Linear Regression Model" of Xin Dang, Hanxiang Peng, Xueqin Wang and Heping Zhang. It is parallelized with the help of joblib.
On a personal note, I think that the popular Theil-Sen regression would be a nice addition to Scikit-Learn.
I am looking forward to your feedback. 

Florian
I agree with ogrisel regarding the private method. The difference in readability is just if you read depth-first or breadth-first. I like the latter, meaning that I like to first get on overview of the whole thing before I start going into details. 
This also complies with the Zen of Python:
> Namespaces are one honking great idea -- let's do more of those!
Functions are namespaces, you avoid name collisions and subtle mistakes.