The model (M2) in my question is a neural network, so I am estimating the distribution of the weights of a neural network, which are in matrix and vector form. I want to keep the distribution of these parameters fixed for the new model. In your solution, you are using coefficient “4”, which is a scaler. Instead of 4, how can I use a distribution? Also, in my case, coefficients are matrix and scaler, and are distributions. Does that make sense?