I was reading the ADVI in Stan paper and had a question about the Gaussian mixture example (section 3.3).
The paper says that it is possible to have stochastic subsampling of the data when doing ADVI, with example code to do that in figure 11 (page 20). However, I can’t see anywhere in that example where the data is randomly sampled - it just looks as though a subset of the data is defined in the data block with no reference to the full dataset.
Is this actually the case, or am I missing something? Would it be possible to define the full dataset in the data block and subsample it using an rng function? Would that be the correct thing to do?