AdvancedMH external-sampler tests fail intermittently with 2 threads

[penelopeysm]

Turing.jl/test/mcmc/abstractmcmc.jl

Lines 187 to 211 in 24e6870

	@testset "AdvancedMH.jl" begin
	@testset "RWMH" begin
	@testset "$(model.f)" for model in DynamicPPL.TestUtils.DEMO_MODELS
	# Need some functionality to initialize the sampler.
	# TODO: Remove this once the constructors in the respective packages become "lazy".
	sampler = initialize_mh_rw(model)
	sampler_ext = DynamicPPL.Sampler(
	externalsampler(sampler; unconstrained=true), model
	)
	@testset "initial_params" begin
	test_initial_params(model, sampler_ext)
	end
	@testset "inference" begin
	DynamicPPL.TestUtils.test_sampler(
	[model],
	sampler_ext,
	10_000;
	discard_initial=1_000,
	thinning=10,
	rtol=0.2,
	sampler_name="AdvancedMH",
	)
	end
	end
	end

These tests seem to fail intermittently on the runner using ubuntu-latest; Julia 1.10; x64; 2 threads. I've observed it happen twice now.

Compare e.g. this failure with this success (the codebase was exactly the same, the only thing I did to get it to pass was to rerun CI).

[penelopeysm]

Apparently AdvancedHMC external-sampler tests also randomly fail, so maybe it's an external sampler problem.

Example: https://github.com/TuringLang/Turing.jl/actions/runs/11484388154/job/31971970590?pr=2354