If you can sample all the indices first, then you could use indexing to extract 
the needed rows.

On Fri, Aug 26, 2016, 孙明明 wrote:
> 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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-- 
Pascal

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