Hello,
I’d like to know if there is a way to sample several variables from a Multivariate Normal distribution in a batch fashion ?
For instance, given a tensor of size [n,3], I tried to stack n covariance matrices of size [3,3] but I get an error when i try to sample.
I couldn’t figure out whether there’s a specific way to define the distribution or it is just not possible. Has anyone faced this yet ?
Thanks!