Non-centered:
100%|██████████| 800/800 [00:04<00:00, 193.50it/s]
100%|██████████| 800/800 [00:03<00:00, 232.90it/s]
100%|██████████| 800/800 [00:02<00:00, 317.78it/s]
100%|██████████| 800/800 [00:02<00:00, 338.01it/s]
Centered (MvNormal) [note: this even has a “Bad initial energy” problem]:
100%|██████████| 800/800 [00:26<00:00, 36.55it/s]
100%|██████████| 800/800 [00:29<00:00, 27.56it/s]
100%|██████████| 800/800 [00:28<00:00, 21.51it/s]
100%|██████████| 800/800 [00:31<00:00, 24.25it/s]
so a 10x speedup even on a toy example.