Hi all,
I heard that there should be a way to initialise ADVI (in CmdStan or Rstan) with particular values of the optimisation parameters (e.g. mean or co-variance of the variational approximation multivariate normal distribution). Could someone point me to a description how this can be done?
For instance, this would allow one to continue optimisation where one left off last time, in case the approximation is not good enough (e.g. \hat{k}>0.7).
Many thanks!