Thank you for your reply. Sorry I did not explain my problem properly. I think my problem is similar with this one
matrix whose size is [n * k], k is the number of means, n is the number of data points, so the size of covariance matrix is [k * k]. 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)
How should I do this thing in Pymc3? Thank you very much.