MNT Add faulthandler when running empirical observation script

[lesteve]

To try to give more info about Segmentation fault we have seen from time to time e.g. this build log or #237 (comment)

+ python -m threadpoolctl -i numpy scipy.linalg tests._openmp_test_helper.openmp_helpers_inner
[
  {
    "user_api": "blas",
    "internal_api": "openblas",
    "num_threads": 4,
    "prefix": "openblas",
    "filepath": "C:\\Users\\runneradmin\\miniconda3\\envs\\testenv\\Library\\bin\\openblas.dll",
    "version": "0.3.34",
    "threading_layer": "pthreads",
    "architecture": "Zen",
    "thread_limit_scope": "process"
  },
  {
    "user_api": "openmp",
    "internal_api": "openmp",
    "num_threads": 4,
    "prefix": "vcomp",
    "filepath": "C:\\Users\\runneradmin\\miniconda3\\envs\\testenv\\vcomp140.dll",
    "version": null,
    "thread_limit_scope": "process"
  }
]
+ PYTHONPATH=.
+ python tests/empirical_scope_observation.py blas
./continuous_integration/run_tests.sh: line 24:   314 Segmentation fault         PYTHONPATH=. python tests/empirical_scope_observation.py blas