Add a FAQ/gotchas section

[jeremiecoullon]

This would include:

• My sampler is taking ages to compile. Solution: set compiled=False
• sghmc is taking ages to compile. Solution: set compiled_leapfrog=False
• My data doesn't fit in memory. Solution: use the diffusions directly
• I need to calculate stuff at each iteration (ex: test accuracy). Solution: use kernel directly

[jeremiecoullon]

Done.