Using shape instead of series of variables

Hi there,
I have a series of variables corresponding to some physical parameters for which I use a normal distribution. Apart from having a cleaner code, I was wondering whether it’s more efficient to use the shape option in the distribution rather than multiple independent distributions? Right now, I have a series of them, with different names but with the same mu and sigma.

Hi Vianney,
Hard to tell without much details, but yes we usually advise using shape to vectorize high-dimensional random variables, as detailed in the quickstart for instance.
Hope this helps :vulcan_salute:


Building on Alex’s answer, here’s a small numerical experiment to try for yourself to compare sampling rates. I got a factor of 4x improvement for a vectorized variable.

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Thanks both, that’s useful (and convincing…!)