Fully simplified multivariate normal updates in non-conjugate variational message passing

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Variational Inference: A Review for Statisticians (2016, background): “…for a variety of classes of models, including shrinkage models (Armagan, Clyde, and Dunson 2011; Armagan and Dunson 2011; Neville, Ormerod, and Wand 2014), general time-series models (Roberts et al. 2004; Barber and Chiappa 2006; Archambeau et al. 2007a, 2007b; Johnson and Willsky 2014; Foti…”
Semiparametric Mean Field Variational Bayes: General Principles and Numerical Issues (2016, methodology): “Example 2 uses the Poisson mixed model, treated in Section 5.1 of Wand (2014), as our main semiparametric mean field variational Bayes example.”
Variational inference for count response semiparametric regression (2013, unknown): “Note that the r = 1 version of (3) is treated in Wand (2013).”
Partitioned Variational Inference: A unified framework encompassing federated and continual learning (2018, background): “…al., 2013, Salimans and Knowles, 2013, Sheth and Khardon, 2016a, Sheth et al., 2015, Sheth and Khardon, 2016b]; local VI [Knowles and Minka, 2011, Wand, 2014, Khan and Lin, 2018]; power EP and related algorithms [Minka, 2001, 2004, Li et al., 2015, Hasenclever et al., 2017, Gelman et al., 2014];…”
Variational Inference for Generalized Linear Mixed Models Using Partially Noncentered Parametrizations (2012, methodology): “Moreover, The update for λ i can be computed as Wand (2013) showed that the updates simplify to”