Using shape instead of series of variables

Questions
1

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.
Cheers,
MV

2

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:

2 Likes
3

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.

1 Like
4

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