I want to integrate scale mixture prior in “Weight Uncertainty in Neural Networks”[1], so this will require defining a fixed-form Gaussian mixture prior. But I did not find a module about it. For example, 
What should I do? Thanks
I want to integrate scale mixture prior in “Weight Uncertainty in Neural Networks”[1], so this will require defining a fixed-form Gaussian mixture prior. But I did not find a module about it. For example, What should I do? Thanks