<p>Okay, with <a href="https://github.com/mlpack/mlpack/commit/54b2906d834f7f859c1b94ce3855b633bd4114d8" class="commit-link"><tt>54b2906</tt></a> I think I have finally solved the issue!  I wrote a check that uses the condition number of the Gaussian to prevent the Cholesky decomposition from failing, and I tested it for 10000 trials with different random seeds on your dataset, and had no failures.  So I really hope the issue is solved now.  I will let you close the issue when you decide that the problem is fixed, because it seems like if I close the issue then the issue is not really solved. :)</p>

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