Batched Gaussian Processes

Examples can be found here

or one can use

Sd_gp_len_scale = expected_length_scale_list
GP_len_scale    = []

        for i in range(len(Sd_gp_len_scale)):

            GP_len_scale.append(pm.HalfNormal('GP_len_scale['+str(i)+']',
                                            sigma = Sd_gp_len_scale[i])) #one can substitute their own variable names and distributions