Implement the right importance sampling for non-Gaussian prior

[theogf]

We should have an automatic fallback for when the prior is not Gaussian:
f(x) * p(x) -> (f(x) * p(x)) / q(x) * q(x) where q(x) is MvNormal
We can of course have the default q(x) = N(0, I) but there are easy heuristics to get a better proposal given p(x)