How to stack same rows of prior distributions inside the with model effectively

Also, note that in PyMC >= 3.9.0, you can access the expanded Cholesky factor automatically:

L, Rho, sigmas = pm.LKJCholeskyCov(
    'chol_cov', n=3, eta=2., sd_dist=pm.HalfCauchy.dist(2.0), 
    compute_corr=True
)