Tests

[MRG] HD Gaussian empirical bures #3581

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Run time

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Job	Run time
macos (macos-latest, 3.13)	12m 24s
linux-minimal-deps	2m 54s
linux (3.11)	27m 46s
linux (3.13)	26m 18s
build_from_source	4m 55s
windows (3.13)	7m 22s
linux (3.12)	29m 47s
linux (3.14)	16m 26s
Lint	33s
	2h 8m 25s