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 October 22, 2023, 4:01pm 9

If anyone stumbles upon this thread, the MvNormal now accepts arbitrary batched params.

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Lkjcorr returning error

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