diff --git a/mindspore/nn/probability/zhusuan/__init__.py b/mindspore/nn/probability/zhusuan/__init__.py
new file mode 100644
index 0000000000..d4330d1162
--- /dev/null
+++ b/mindspore/nn/probability/zhusuan/__init__.py
@@ -0,0 +1,18 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+""" Zhusuan package: a probalistic programming library  """
+
+from .framework import *
+from .variational import *
diff --git a/mindspore/nn/probability/zhusuan/framework/__init__.py b/mindspore/nn/probability/zhusuan/framework/__init__.py
new file mode 100644
index 0000000000..680eee8d88
--- /dev/null
+++ b/mindspore/nn/probability/zhusuan/framework/__init__.py
@@ -0,0 +1,18 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+
+""" Core functionality for Zhusuan """
+
+from .bn import *
diff --git a/mindspore/nn/probability/zhusuan/framework/bn.py b/mindspore/nn/probability/zhusuan/framework/bn.py
new file mode 100644
index 0000000000..e03dead0c6
--- /dev/null
+++ b/mindspore/nn/probability/zhusuan/framework/bn.py
@@ -0,0 +1,92 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+""" Bayesian Network """
+
+import mindspore.nn as nn
+
+import mindspore.nn.probability.distribution as msd
+from mindspore.common import dtype as mstype
+from mindspore.ops import operations as P
+
+class BayesianNet(nn.Cell):
+    """
+    We currently support 3 types of variables: x = observation, z = latent, y = condition.
+    A Bayeisian Network models a generative process for certain varaiables: p(x,z|y) or p(z|x,y) or p(x|z,y)
+    """
+    def __init__(self):
+        super().__init__()
+        self.normal_dist = msd.Normal(dtype=mstype.float32)
+        self.bernoulli_dist = msd.Bernoulli(dtype=mstype.float32)
+
+        self.reduce_sum = P.ReduceSum(keep_dims=True)
+
+    def Normal(self,
+               name,
+               observation=None,
+               mean=None,
+               std=None,
+               seed=0,
+               dtype=mstype.float32,
+               shape=(),
+               reparameterize=True):
+        """ Normal distribution wrapper """
+
+        assert not name is None
+        assert not seed is None
+        assert not dtype is None
+
+        if observation is None:
+            if reparameterize:
+                epsilon = self.normal_dist('sample', shape, self.zeros(mean.shape), self.ones(std.shape))
+                sample = mean + std * epsilon
+            else:
+                sample = self.normal_dist('sample', shape, mean, std)
+        else:
+            sample = observation
+
+        log_prob = self.reduce_sum(self.normal_dist('log_prob', sample, mean, std), 1)
+        return sample, log_prob
+
+    def Bernoulli(self,
+                  name,
+                  observation=None,
+                  probs=None,
+                  seed=0,
+                  dtype=mstype.float32,
+                  shape=()):
+        """ Bernoulli distribution wrapper """
+
+        assert not name is None
+        assert not seed is None
+        assert not dtype is None
+
+        if observation is None:
+            sample = self.bernoulli_dist('sample', shape, probs)
+        else:
+            sample = observation
+
+        log_prob = self.reduce_sum(self.bernoulli_dist('log_prob', sample, probs), 1)
+        return sample, log_prob
+
+    def construct(self, *inputs, **kwargs):
+        """
+        We currently fix the parameters of the construct function.
+        Args:
+            the inputs must consist of 3 variables in order.
+            x: data sample, observation
+            z: latent variable
+            y: conditional information
+        """
+        raise NotImplementedError
diff --git a/mindspore/nn/probability/zhusuan/variational/__init__.py b/mindspore/nn/probability/zhusuan/variational/__init__.py
new file mode 100644
index 0000000000..fd591d1847
--- /dev/null
+++ b/mindspore/nn/probability/zhusuan/variational/__init__.py
@@ -0,0 +1,18 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+
+""" Variational inference related codes """
+
+from .elbo import *
diff --git a/mindspore/nn/probability/zhusuan/variational/elbo.py b/mindspore/nn/probability/zhusuan/variational/elbo.py
new file mode 100644
index 0000000000..fd3bdd13eb
--- /dev/null
+++ b/mindspore/nn/probability/zhusuan/variational/elbo.py
@@ -0,0 +1,43 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+""" ELBO """
+
+import mindspore.nn as nn
+
+from mindspore.ops import operations as P
+
+
+class ELBO(nn.Cell):
+    """ ELBO class """
+    def __init__(self, generator, variational):
+        super().__init__()
+        self.generator = generator
+        self.variational = variational
+        self.reshape_op = P.Reshape()
+        self.reduce_mean = P.ReduceMean(keep_dims=False)
+        self.square = P.Square()
+
+    def construct(self, *inputs, **kwargs):
+        if len(inputs) >= 2:
+            x, y = inputs[0], inputs[1]
+        else:
+            x = inputs[0]
+            y = None
+
+        z, log_prob_z = self.variational(x, None, y)
+        _, log_prob_x_, _, log_prob_z_ = self.generator(x, z, y)
+
+        elbo = self.reduce_mean(log_prob_x_) + self.reduce_mean(log_prob_z_) - self.reduce_mean(log_prob_z)
+        return -elbo
diff --git a/tests/st/probability/zhusuan/__init__.py b/tests/st/probability/zhusuan/__init__.py
new file mode 100755
index 0000000000..2a21496002
--- /dev/null
+++ b/tests/st/probability/zhusuan/__init__.py
@@ -0,0 +1,16 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+
+""" Zhusuan examples """
diff --git a/tests/st/probability/zhusuan/vae/__init__.py b/tests/st/probability/zhusuan/vae/__init__.py
new file mode 100755
index 0000000000..83d04fdddd
--- /dev/null
+++ b/tests/st/probability/zhusuan/vae/__init__.py
@@ -0,0 +1,15 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+""" VAE examples """
diff --git a/tests/st/probability/zhusuan/vae/utils.py b/tests/st/probability/zhusuan/vae/utils.py
new file mode 100755
index 0000000000..937148b756
--- /dev/null
+++ b/tests/st/probability/zhusuan/vae/utils.py
@@ -0,0 +1,87 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+""" Utils """
+
+from PIL import Image
+import numpy as np
+
+from mindspore.common import dtype as mstype
+import mindspore.dataset as ds
+import mindspore.dataset.transforms.c_transforms as C
+import mindspore.dataset.transforms.vision.c_transforms as CV
+from mindspore.dataset.transforms.vision import Inter
+
+
+def create_dataset(data_path, batch_size=32, repeat_size=1,
+                   num_parallel_workers=1):
+    """ create dataset for train or test
+    Args:
+        data_path: Data path
+        batch_size: The number of data records in each group
+        repeat_size: The number of replicated data records
+        num_parallel_workers: The number of parallel workers
+    """
+    # define dataset
+    mnist_ds = ds.MnistDataset(data_path)
+    #mnist_ds = ds.MnistDataset(data_path,num_samples=32)
+
+    # define operation parameters
+    resize_height, resize_width = 32, 32
+    rescale = 1.0 / 255.0
+    shift = 0.0
+
+    # define map operations
+    resize_op = CV.Resize((resize_height, resize_width), interpolation=Inter.LINEAR)  # resize images to (32, 32)
+    rescale_op = CV.Rescale(rescale, shift)  # rescale images
+    hwc2chw_op = CV.HWC2CHW()  # change shape from (height, width, channel) to (channel, height, width) to fit network.
+    type_cast_op = C.TypeCast(mstype.int32)  # change data type of label to int32 to fit network
+
+    # apply map operations on images
+    mnist_ds = mnist_ds.map(input_columns="label", operations=type_cast_op, num_parallel_workers=num_parallel_workers)
+    mnist_ds = mnist_ds.map(input_columns="image", operations=resize_op, num_parallel_workers=num_parallel_workers)
+    mnist_ds = mnist_ds.map(input_columns="image", operations=rescale_op, num_parallel_workers=num_parallel_workers)
+    mnist_ds = mnist_ds.map(input_columns="image", operations=hwc2chw_op, num_parallel_workers=num_parallel_workers)
+
+    # apply DatasetOps
+    buffer_size = 10000
+    mnist_ds = mnist_ds.shuffle(buffer_size=buffer_size)  # 10000 as in LeNet train script
+    mnist_ds = mnist_ds.batch(batch_size, drop_remainder=True)
+    mnist_ds = mnist_ds.repeat(repeat_size)
+
+    return mnist_ds
+
+
+def save_img(data, name, size=32, num=32):
+    """
+    Visualize data and save to target files
+    Args:
+        data: nparray of size (num, size, size)
+        name: ouput file name
+        size: image size
+        num: number of images
+    """
+    col = int(num / 8)
+    row = 8
+
+    imgs = Image.new('L', (size*col, size*row))
+    for i in range(num):
+        j = i/8
+        img_data = data[i]
+        img_data = np.resize(img_data, (size, size))
+        img_data = img_data * 255
+        img_data = img_data.astype(np.uint8)
+        im = Image.fromarray(img_data, 'L')
+        imgs.paste(im, (int(j) * size, (i % 8) * size))
+    imgs.save(name)
diff --git a/tests/st/probability/zhusuan/vae/vae_mnist.py b/tests/st/probability/zhusuan/vae/vae_mnist.py
new file mode 100644
index 0000000000..a9cee6bf63
--- /dev/null
+++ b/tests/st/probability/zhusuan/vae/vae_mnist.py
@@ -0,0 +1,165 @@
+# Copyright 2020 Huawei Technologies Co., Ltd
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+""" VAE """
+
+import os
+import numpy as np
+
+from utils import create_dataset, save_img
+
+import mindspore.nn as nn
+
+from mindspore import context
+from mindspore import Tensor
+from mindspore.train import Model
+from mindspore.train.callback import LossMonitor
+from mindspore.ops import operations as P
+from mindspore.common import dtype as mstype
+
+import zhusuan as zs
+
+class ReduceMeanLoss(nn.L1Loss):
+    def construct(self, base, target):
+        # return self.get_loss(x)
+        return base
+
+class Generator(zs.BayesianNet):
+    """ Generator """
+    def __init__(self, x_dim, z_dim, batch_size):
+        super().__init__()
+        self.x_dim = x_dim
+        self.z_dim = z_dim
+        self.batch_size = batch_size
+
+        self.fc1 = nn.Dense(z_dim, 500)
+        self.act1 = nn.ReLU()
+        self.fc2 = nn.Dense(500, 500)
+        self.act2 = nn.ReLU()
+        self.fc3 = nn.Dense(500, x_dim)
+        self.fill = P.Fill()
+        self.sigmoid = P.Sigmoid()
+        self.reshape_op = P.Reshape()
+
+    def ones(self, shape):
+        return self.fill(mstype.float32, shape, 1.)
+
+    def zeros(self, shape):
+        return self.fill(mstype.float32, shape, 0.)
+
+    def construct(self, x, z, y):
+        """ construct """
+        assert y is None ## we have no conditional information
+
+        if not x is None:
+            x = self.reshape_op(x, (32, 32*32))
+
+        z_mean = self.zeros((self.batch_size, self.z_dim))
+        z_std = self.ones((self.batch_size, self.z_dim))
+        z, log_prob_z = self.Normal('latent', observation=z, mean=z_mean, std=z_std, shape=(), reparameterize=False)
+
+        x_mean = self.sigmoid(self.fc3(self.act2(self.fc2(self.act1(self.fc1(z))))))
+        if x is None:
+            #x = self.bernoulli_dist('sample', (), x_mean)
+            x = x_mean
+        x, log_prob_x = self.Bernoulli('data', observation=x, shape=(), probs=x_mean)
+
+        return x, log_prob_x, z, log_prob_z
+
+class Variational(zs.BayesianNet):
+    """ Variational """
+    def __init__(self, x_dim, z_dim, batch_size):
+        super().__init__()
+        self.x_dim = x_dim
+        self.z_dim = z_dim
+        self.batch_size = batch_size
+        self.reshape_op = P.Reshape()
+
+        self.fc1 = nn.Dense(x_dim, 500)
+        self.act1 = nn.ReLU()
+        self.fc2 = nn.Dense(500, 500)
+        self.act2 = nn.ReLU()
+        self.fc3 = nn.Dense(500, z_dim)
+        self.fc4 = nn.Dense(500, z_dim)
+        self.fill = P.Fill()
+        self.exp = P.Exp()
+
+    def ones(self, shape):
+        return self.fill(mstype.float32, shape, 1.)
+
+    def zeros(self, shape):
+        return self.fill(mstype.float32, shape, 0.)
+
+    def construct(self, x, z, y):
+        """ construct """
+        assert y is None ## we have no conditional information
+        x = self.reshape_op(x, (32, 32*32))
+        z_logit = self.act2(self.fc2(self.act1(self.fc1(x))))
+        z_mean = self.fc3(z_logit)
+        z_std = self.exp(self.fc4(z_logit))
+        #z, log_prob_z = self.reparameterization(z_mean, z_std)
+        z, log_prob_z = self.Normal('latent', observation=z, mean=z_mean, std=z_std, shape=(), reparameterize=True)
+        return z, log_prob_z
+
+def main():
+    # We currently support pynative mode with device GPU
+    context.set_context(mode=context.PYNATIVE_MODE, device_target='GPU')
+    epoch_size = 1
+    batch_size = 32
+    mnist_path = "/data/chengzi/zhusuan-mindspore/data/MNIST"
+    repeat_size = 1
+
+    # Define model parameters
+    z_dim = 40
+    x_dim = 32*32
+
+    # create the network
+    generator = Generator(x_dim, z_dim, batch_size)
+    variational = Variational(x_dim, z_dim, batch_size)
+    network = zs.variational.ELBO(generator, variational)
+
+    # define loss
+    # learning rate setting
+    lr = 0.001
+    net_loss = ReduceMeanLoss()
+
+    # define the optimizer
+    print(network.trainable_params()[0])
+    net_opt = nn.Adam(network.trainable_params(), lr)
+
+    model = Model(network, net_loss, net_opt)
+
+    ds_train = create_dataset(os.path.join(mnist_path, "train"), batch_size, repeat_size)
+    model.train(epoch_size, ds_train, callbacks=[LossMonitor()], dataset_sink_mode=False)
+
+    print(network.trainable_params()[0])
+
+    iterator = ds_train.create_tuple_iterator()
+    for item in iterator:
+        batch_x = item[0].reshape(32, 32*32)
+        break
+    z, _ = network.variational(Tensor(batch_x), None, None)
+    sample, _, _, _ = network.generator(None, z, None)
+    sample = sample.asnumpy()
+    save_img(batch_x, 'result/origin_x.png')
+    save_img(sample, 'result/reconstruct_x.png')
+
+    for i in range(4):
+        sample, _, _, _ = network.generator(None, None, None)
+        sample = sample.asnumpy()
+        samples = sample if i == 0 else np.concatenate([samples, sample], axis=0)
+    save_img(samples, 'result/sample_x.png', num=4*batch_size)
+
+if __name__ == '__main__':
+    main()