I realized (duh) that there is a huge literature out there on MCMC engineering, and I tried to read a bit of it. There are lots of ways I ought to be able to speed up my exoplanet MCMC (and all our other MCMCs) with these tricks. Of course they all make the code much less understandable, so there are trade-offs. I discussed MCMC in general with Price-Whelan, who might start doing some research on the subject, and the tricks with Bovy, who is our resident sampler.
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