How to do VI or ADVI in pystan?

Interfaces PyStan
,
1

How to do Variational Inference (VI) or Automatic Differentiation Variational Inference (ADVI) with pystan? I would greatly appreciate a simple code example.

2

They are not currently implemented with PyStan.

Old pystan has them (see pystan2).

I recommend using CmdStanPy for these.