derivations of several models including Variational Bayesian HMMs. High-Level Explanation of Variational Inference by Jason Eisner may be worth reading before a more mathematically detailed treatment. Copula Variational Bayes inference via information geometry (pdf) by Tran, V.H. 2018. This paper is primarily written for students. Via Bregman divergence, the paper shows that Variational Bayes is simply a generalized Pythagorean projection of true model onto an arbitrarily correlated (copula) distributional space, of which the independent space is merely a special case. Bayesian statistics