Some questions and ideas about initialization for ADVI
Statistical Modeling, Causal Inference, and Social Science 2026-01-16
Summary:
Matthias Müller-Schrader writes: I’ve recently read your ADVI paper in JMLR with great enjoyment. However, I stumbled over one important detail: In case of the full-rank Gaussian, the Cholesky factorization ensures that Sigma is positive-semi-definite for an unconstrained lower-triangular matrix … Continue reading →