Variational Bayes
Minh‐Ngoc Tran, David John Nott, Robert Kohn · Wiley StatsRef: Statistics Reference Online · 2022
Abstract Variational Bayes (VB) is widely used in statistics, machine learning, and related fields as an efficient approach for approximate Bayesian inference. This article briefly introduces VB, explains its core ideas, and provides a list of references for further reading.