Hi there! I have a 30-member ensemble of simulations at nt=100 time steps. Each ensemble member is assumed to be the combination of some central response \mu and underlying noise. The noise is uncorrelated across ensemble members and has temporal covariance matrix \Sigma. In this example, I assu…

MvNormal much slower in pymc5 than pymc3?

jessegrabowski April 25, 2023, 5:40pm 8

What are the sampling speeds if you set true_mu = 0 and F=pm.MvNormal("likelihood_hist",mu=0, chol=chol, observed= ensemble) ?

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