Thank you very much @junpenglao.
I take a look at what the pickle is and it seems like I have to specify PyMC3 related objects and variables manually.
To be able to continue the work, I will have to load the saved PyMC3 objects using pickle and import used libraries.
Is my understanding right?
If so, this is not as convenient as MATLAB though, as least I can continue my work without running MCMCs again.
I will give it a try.