I am trying to introduce new singleton dimension to a Normal distribution. I know I can access loc, scale and change them to get the desired distribution. I could use expand() to introduce new dimension as first dimensions. But what do I do if I want to introduce new dimension else where?

example:
Given Normal of size [10,10,10], I want a distribution with shape [10,10,1,10]

I guess you are looking for a .unsqueeze() method for distributions, that would work like .expand(), but it does not exist. You could submit a PR or an issue on github but I don’t know if such a method would be very useful.