Hi, I am writing a model where I need to sample N different MVNormal variables, which all have the same shape, but are each parameterized by a different vector of means and covariance matrix. My code right now looks something like this: for n in range(N): pm.MvNormal(f"x_{n}", mu = my_mea…

Is it possible to declare multiple MvNormal variables with different covariance matrices in a vectorized way?

ricardoV94 April 26, 2023, 5:37pm 5

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