I met the same problem when running the code:
from torch.distributions.multivariate_normal import MultivariateNormal
import torch
mean =  torch.ones(3).cuda()
scale = torch.ones(3).cuda()
mvn = MultivariateNormal(mean, torch.diag(scale))

I got a Segmentation fault (core dumped).
My PyTorch version is 1.7.1, my GPU is RTX 3090, and the CUDA version is 11.0