I couldn’t find through the documentations. I was looking for something similar to scipy.stats such that
from scipy.stats import multivariate_normal
mvn = multivariate_normal(np.zeros(2),np.identity(2))
mvn.pdf(np.array([[0,1],[1,0]]))

I can directly pass torch.Tensor object into scipy.stats but it only return numpy object and requires me to transform back.