Hi, 

    I'm writing a gibbs sampling program using theano, where I need to 
select a list of random int according to given probability stored in rows 
of a matrix. I can do this by scan and choice, since choice only accept a 
probability vector and cannot do batch choice on a matrix. 

    The procedure seems slow. How can I do this without using scan ? 
 Thanks. 

    Mingming 

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