Those are the component’s INLA using that we’d need to use in order to have a chance at fitting these with ( R )HMC.
NONMEM is also using block diagonal mass matrices—don’t know how well it’s working for them, but it’s an alternative to dense or generically sparse.
We have non-diagonal adaptation, but it’s both hard to fit and then even more brittle to varying posterior curvature.
[edit: Really, Discourse? I meant “( R )HMC” without the spaces, but no idea how to turn off the markdown expander that turns “
(R)” into ® without changing fonts.]