2 cthenkσk

Forexample, the ADVI implementation inStan iswidely used and12 based on Gaussians (a subset of location-scale families). The Bayesian CLT means that many posteriors13 really are "nearly" Gaussian. The complexity of the variational distribution represents a kind of complex-14 ity/reliability/accuracy tradeoff. While we aren'tquite sure38 of the motivation, this appears possible.