E9. To be completed after lesson 25

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Exercise 9.1

What is the basic idea behind variational inference?

Exercise 9.2

Describe in words what the ELBO is.

Exercise 9.3

What are the advantages and disadvantages of using a Gaussian mean-field family in variational inference? Comment on using independent Gaussians or a full rank Gaussian.

Exercise 9.4

Write down any additional questions you have.