Question: Following the ideas in Example 14.3.1, derive a variational distribution for a multivariate Gaussian model using the variational Bayesian method. Compare the derived variational distribution
Following the ideas in Example 14.3.1, derive a variational distribution for a multivariate Gaussian model using the variational Bayesian method. Compare the derived variational distribution with the exact posterior distribution in Example 14.2.2.
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