Pyro MCMC breaks with multidimensional x.

[janfb]

With SNPE we can use multidimensional simulator outputs x. When we then use mcmc_method={"slice", "hmc", "nuts"} this will be stuck in an endless loop during warmup. Probably, because pyro does some operation on the multidimensional x that has not been embedded to 1-D yet.

Numpy-based MCMC works fine, see #374 and #375 .

This problem does not affect SNLE (no x embedding possible by definition) and neither SNRE (x embedding broken because of #360)