mysqli - Execute multiple MySQL statement at once in PHP?

Currently, my code works if it has only one statement:

$stm = $conn->prepare("insert into my_table(a, b) values(?, ?)");

$stm->bind_param("ii", $a, $b);

Now I want to execute multiple statements at once to avoid round-trips.

$stm = $conn->prepare("delete my_table where a = ?; 
                      insert into my_table(a, b) values(?, ?)");
$stm->bind_param("iii", $a, $a, $b);

The code above doesn't work though.