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Move to MarkovKernels.jl for Gaussians #337

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Maybe I should also replace the AffineGaussianKernels that I use? I should definitely compare this once migrating the Gaussians is done.

Note: This is code that I wrote a long time ago so I'd need to first get back into it before I can do anything here

Maybe I should also replace the `AffineGaussianKernel`s that I use? I should
definitely compare this once migrating the Gaussians is done.
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