Add User Warning when accept_reject sampler gets stuck

[manuelgloeckler]

Is your feature request related to a problem? Please describe.
If a prior on a bounded support is provided, then NPE will automatically perform accept_reject sampling. With a fallback to MCMC (should this maybe just directly sampling from the flow?).

In any case, if the acceptance rate is very low, the sampling progress will get "stuck" without any indication of why. This can lead to confusion i.e., see #1287

Describe the solution you'd like
For the rejection sampler, we raise a User Warning (see here) in this case, which we probably also should do here.