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In reviewing equation 23 of the Coa, et al "Coupled VAE", I'm reminded that each dimension of the coupled divergence of the Gaussians is independent, since we are not using cross-correlation terms. Thus we can proceed with the Python implementation using the one-dimensional solution I've provided. Each dimension is simply an indexed version of this solution. I'll assign this to @jkclem and he can work with @hxyue1 on the implementation.
Solution for 1-D case:
https://mi-cs.slack.com/files/U019H5B0PED/F02CF02G23T/image.png
Nelson needs to extend this to multidimensions than it code be added to the Python code base.
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