text: Title: Check for shape consistency between model and guide
  Body: In SVI latent random variables sampled from the guide completely mask those sampled in the model during inference. However, nothing prevents us from specifying different shapes for such a sample site in model and guide respectively. This makes it easy to introduce confusing bugs when code in the model expects a certain shape that is different than what guide provides. This can easily happen if the model needs an adaptation but the user forgets to reflects that in the guide.
  
  The problem then is not as much that this results in an error, but where that error occurs: In the code following the sampling of the RV in the model (when the actual error might have been sampling a wrong shape in the guide). Furthermore, the model function itself is sane, i.e., if the user searches for the error there, they will not find anything, thus leading to much confusion.
  
  Long story short, I think it would be beneficial to check that shapes of sample sites referring to the same random variable in guide and model are consistent and at least issue a warning (if not outright raise an error) if this is not the case, as that would make it much easier to spot this type of error. Thoughts?