add warning about heavy tailed acceptance rate of GPSS

Author: Red-Portal

docs/src/gibbs_polar.md

@@ -8,7 +8,6 @@ Unlike other slice sampling algorithms, it operates a Gibbs sampler over polar c
 Due to the involvement of polar coordinates, GPSS only works reliably on more than one dimension.
 However, unlike ESS, GPSS is applicable to any target distribution.
 
-
 ## Description
 For a $$d$$-dimensional target distribution $$\pi$$, GPSS utilizes the following augmented target distribution:
 ```math
@@ -34,6 +33,9 @@ The Gibbs steps on $$\theta$$ and $$r$$ are implemented through specialized shri
 
 The only tunable parameter of the algorithm is the size of the search interval (window) of the shrinkage sampler for the radius variable $$r$$.
 
+!!! warning 
+    A limitation of the current implementation of GPSS is that the acceptance rate exhibits a heavy tail. That is, occasionally, a single transition might take an excessive amount of time.
+
 !!! info
     The kernel corresponding to this sampler is defined on an **augmented state space** and cannot directly perform a transition on $$x$$.
     This also means that the corresponding kernel is not reversible with respect to $$x$$.