Dear Pymc3 experts,
Assumuing I have a matrix whose size is [n * k], this matrix acts as the mean of multivariate normal distribution, k is the number of means, n is the number of data points, so the size of covariance matrix is [k * k]. And I want to sample from this multivariate normal distribution so that I have [n * k * m] parameters,how should I manage to do that?The thing I want to do in python is like:
mu = np.ones([n,k]) cov = np.ones([k,k]) sample_parameter = np.zeros([n,k,m]) for i in range(n): sample_parameter[i,:,:] = np.random.multivariate_normal(mu[i,:],cov,m)
Thank you very much.