Bird (Vanderbilt) and I pair-coded a likelihood function for the age–velocity relation in the Milky Way Disk. After that, I coded up a likelihood function for the star-formation history in the Milky Way disk, given very noisy age estimates (from The Cannon). By the end of the day, Bird was successfully MCMC sampling his parameters, and my inference was going massively unstable. I am sure I have a simple bug.
Price-Whelan, Rix, and I discussed a brute-force search for stellar streams in stellar catalogs called KingKong. It samples randomly in orbit space for a trial or toy potential and asks, for each orbit, how many stars have observations that are consistent with being on that orbit. The method is simple. But it is all about implementation details.