Hi @AjayTalati, I wasn’t planning to model the full covariance matrix in the way you mention. I am currently predicting the parameters of a 2D XY gaussian distribution (mean_x, mean_y, std_x, std_y and corr), from which I subsequently sample to get the input at the next time-step. For this I need to have access to a function that can sample from the full 2D gaussian distribution (like the np.random.multivariate_normal function, but a torch analog if one exists)