fix #1343 device handling in mog_log_prob

[janfb]

• add test for multi-round training with mdn on GPU
• fix device bug for constant
• fix gpu-mcmc tests

fixes #1343

[manuelgloeckler]

Looks good.

New tests also pass on my GPU.

[codecov]

Codecov Report

Attention: Patch coverage is 0% with 1 line in your changes missing coverage. Please review.

Project coverage is 78.42%. Comparing base (d3f22b5) to head (70c88b2).
Report is 8 commits behind head on main.

Files with missing lines	Patch %	Lines
sbi/utils/sbiutils.py	0.00%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #1356       +/-   ##
===========================================
- Coverage   89.40%   78.42%   -10.99%     
===========================================
  Files         118      118               
  Lines        8715     8749       +34     
===========================================
- Hits         7792     6861      -931     
- Misses        923     1888      +965     

Flag	Coverage Δ
unittests	78.42% <0.00%> (-10.99%)	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines	Coverage Δ
sbi/utils/sbiutils.py	78.11% <0.00%> (-8.68%)	⬇️

... and 34 files with indirect coverage changes