Reduce iterations in tests

[mhauru]

Also other simplifications and some more progress printing.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 44.46%. Comparing base (c0a4ee9) to head (b99bd4f).

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #2433      +/-   ##
==========================================
- Coverage   44.72%   44.46%   -0.26%     
==========================================
  Files          22       22              
  Lines        1554     1554              
==========================================
- Hits          695      691       -4     
- Misses        859      863       +4     

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[coveralls]

Pull Request Test Coverage Report for Build 12261740370

Details

• 0 of 0 changed or added relevant lines in 0 files are covered.
• 4 unchanged lines in 2 files lost coverage.
• Overall coverage decreased (-0.3%) to 37.831%

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Files with Coverage Reduction	New Missed Lines	%
src/mcmc/Inference.jl	2	52.44%
src/mcmc/abstractmcmc.jl	2	92.86%

Totals
Change from base Build 12110228665:	-0.3%
Covered Lines:	586
Relevant Lines:	1549

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💛 - Coveralls