NUTS sampler is extremely slow with Truncated Student t distribution.

In my case, using Truncated Student t for observation is 4 times slower than Student t. Is it due to tensorflow probability which I had to install specifically for Truncated Student t distribution? Is this a known issue? Thanks!

computing log_probs of truncated distributions often involves nasty special functions and so is expected to be slow in many cases. 4x doesn’t sound that bad really