Conditional priors are not pickleable
Attempting to pickle conditional priors fails with
AttributeError: Can't pickle local object 'conditional_prior_factory.<locals>.ConditionalPrior'
Pickling priors is essential to work with
This SO question suggests that we need to set the
__qualname__ of the new class.
I've tested this locally and it looks like it will work.
__qualname__ was introduced in Python 3.3.
This would potentially make the conditional priors incompatible with Python 2.
Personally, this seems like an obvious time to explicitly drop Python 2 support.