Currently reproducing the plots in https://arxiv.org/pdf/1708.03625.pdf.

See maximal_coupling in coupled_distributions.py for a generic construction of a maximal coupling between any two PyTorch-style distributions. However, because this relies on extra synchronization, it maybe slower than desynchronizing the MCMC chains:

• Customized implementations (including CUDA) forthcoming in extensions.cpp - only the CPU normal-normal coupling is implemented there at the moment.