Is it possible to generate a matrix comprised of N draws from a multivariate normal from within the pm.Model() context? Here is what I’ve tried import pymc3 as pm N = 10 Sigma = np.eye(2) with pm.Model() as model: X = pm.MvNormal('X', mu=np.zeros(2), cov = Sigma, shape = N) betas = …

Generating a random matrix with MvNormal

dpananos December 4, 2019, 6:11am 4

Yep, will raise now.

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