Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Monte Carlo Co-Ordinate Ascent Variational Inference   In Variational Inference (VI), coordinate-ascent and gradient-based
approaches are two major types of algorithms for approximating
difficult-to-compute probability densities. In real-world implementations of
complex models, Monte Carlo methods are widely used to estimate expectations in
coordinate-ascent approaches and gradients in derivative-driven ones. We
discuss a Monte Carlo Co-ordinate Ascent VI (MC-CAVI) algorithm that makes use
of Markov chain Monte Carlo (MCMC) methods in the calculation of expectations
required within Co-ordinate Ascent VI (CAVI). We show that, under regularity
conditions, an MC-CAVI recursion will get arbitrarily close to a maximiser of
the evidence lower bound (ELBO) with any given high probability. In numerical
examples, the performance of MC-CAVI algorithm is compared with that of MCMC
and -- as a representative of derivative-based VI methods -- of Black Box VI
(BBVI). We discuss and demonstrate MC-CAVI's suitability for models with hard
constraints in simulated and real examples. We compare MC-CAVI's performance
with that of MCMC in an important complex model used in Nuclear Magnetic
Resonance (NMR) spectroscopy data analysis -- BBVI is nearly impossible to be
employed in this setting due to the hard constraints involved in the model.

36
The categories of this paper are: cmp-lg
8
The categories of this paper are: hep-ex
31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
19
The categories of this paper are: eess
22
The categories of this paper are: chao-dyn
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
34
The categories of this paper are: chem-ph
0
The categories of this paper are: hep-ph
6
The categories of this paper are: astro-ph