It looks like you are using PyMC2, and as far as I know, you must use some Python approach to parallel computation, like IPython.parallel. There are many ways to do this, but all the ones I know are a little bit complicated. Here is an example of one, which uses PyMC2, IPCluster, and Wakari.
In PyMC3, parallel sampling is implemented in the psample
method, but your reference code will need to be updated to the PyMC3 format:
with pm.Model() as model:
beta1 = pm.Laplace('beta1', mu=0, b=b)
beta2 = pm.Laplace('beta2', mu=0, b=b)
beta3 = pm.Laplace('beta3', mu=0, b=b)
y_hat = beta1 * x1 + beta2 * x2 + beta3 * x3
y_obs = pm.Normal('y_obs', mu=y_hat, tau=1.0, observed=y)
trace = pm.psample(draws=20000, step=pm.Slice(), threads=3)