n and Monte Carlo integration. The algorithm ascends these gradients using an adaptive stepsize sequence. We evaluate the ELBO also using Monte Carlo integration and measure convergence similar to the relative tolerance scheme in Stan’s optimization feature.</p>
<section id="monte-carlo-approximation-of-the-elbo" class="level3 unnumbered">
<h3 class="unnumbered anchored" data-anchor-id="monte-carlo-approximation-of-the-elbo">Monte Carlo approximation of the ELBO</h3>
<p>ADVI uses Monte Carlo integration t