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Implemented GMM within the MCMC algorithm#7

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SanjayPradeep97 wants to merge 3 commits intomleprovost:mainfrom
SanjayPradeep97:sp/dynamic-gmm
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Implemented GMM within the MCMC algorithm#7
SanjayPradeep97 wants to merge 3 commits intomleprovost:mainfrom
SanjayPradeep97:sp/dynamic-gmm

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@SanjayPradeep97
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Changed the variable update_mean to batch_size and added the tests which were commented out in the last commit.
Added documentation for the new GMM  and made some minor changes to other functions.
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