sample_prior_predictive() failing based solely on samples parameter

[gbernstein6]

Description of your problem

Bug based on internal shape handling. MWE draws n iid vectors of dim dimensions from a normal distribution with a single covariance drawn from an Inverse Gamma. When samples <= dim it works fine, but otherwise it gets the error below.

Please provide a minimal, self-contained, and reproducible example.

import numpy as np
import pymc3 as pm

samples = 4
n = 10
dim = 3
mu = np.array([1] * dim)

with pm.Model():
    cov = pm.distributions.continuous.InverseGamma('cov', alpha=1, beta=1)
    pm.distributions.continuous.Normal('x', mu=mu, sd=pm.math.sqrt(cov), shape=(n, dim))

    pm.sample_prior_predictive(samples=samples)

Please provide the full traceback.

Traceback (most recent call last):
  File "/test.py", line 13, in <module>
    pm.sample_prior_predictive(samples=samples)
  File "//anaconda3/lib/python3.7/site-packages/pymc3/sampling.py", line 1325, in sample_prior_predictive
    values = draw_values([model[name] for name in names], size=samples)
  File "//anaconda3/lib/python3.7/site-packages/pymc3/distributions/distribution.py", line 369, in draw_values
    size=size)
  File "//anaconda3/lib/python3.7/site-packages/pymc3/distributions/distribution.py", line 463, in _draw_value
    return param.random(point=point, size=size)
  File "//anaconda3/lib/python3.7/site-packages/pymc3/model.py", line 43, in __call__
    return getattr(self.obj, self.method_name)(*args, **kwargs)
  File "//anaconda3/lib/python3.7/site-packages/pymc3/distributions/continuous.py", line 460, in random
    size=size)
  File "//anaconda3/lib/python3.7/site-packages/pymc3/distributions/distribution.py", line 584, in generate_samples
    broadcast_shape = np.broadcast(*inputs).shape  # size of generator(size=1)
ValueError: shape mismatch: objects cannot be broadcast to a single shape

Please provide any additional information below.

Note that it works fine as far as I can tell when drawing using the 'pm.sampling.sample()' instead.

See here for corresponding discourse discussion.

Versions and main components

• PyMC3 Version: 3.6
• Theano Version: 1.0.3
• Python Version: 3.7.1
• Operating system: Mac OSX 10.13.6
• How did you install PyMC3: conda