vectorized-sampling-rate

import pymc3 as pm
from time import time

traces = []

t1 = time()
with pm.Model() as model:
    RVS = []
    for i in range(20):
        RVS.append(pm.Normal('var_{0}'.format(i)))
    traces.append(pm.sample())
    
t2 = time()

with pm.Model() as model:
    var = pm.Normal('var',shape=20)
    traces.append(pm.sample())
t3 = time()

times   = [t2-t1, t3-t2]
labels  = ['separate','concatenated']

for t, l, trace in zip(times, labels, traces):
    min_ess = pm.summary(trace)['ess_mean'].min()
    ess_rate = int(min_ess/t)
    print('For {0} variables case, the lowest effective sampling rate was {1} samples/second'.format(l,ess_rate))