  This tutorial gives a quick introduction to Variational Bayes (VB), also
called Variational Inference or Variational Approximation, from a practical
point of view. The paper covers a range of commonly used VB methods and an
attempt is made to keep the materials accessible to the wide community of data
analysis practitioners. The aim is that the reader can quickly derive and
implement their first VB algorithm for Bayesian inference with their data
analysis problem. An end-user software package in Matlab together with the
documentation can be found at https://vbayeslab.github.io/VBLabDocs/
