What is the most versatile and/or fasest Julia package for doing “Variational Bayes inference”?
I’ve only found two packages: VarBayes.jl and TopicModelsVB.jl, the former seems deprecated.

How can I do Variational Bayes inference with Turing.jl? it’s “universal”, though maybe only useful for MCMC. I can’t find it on its documentation.

Stan can do it (some methods) but I prefer to use a 100% Julia solution.

I’ve also been looking for this and have not found it. As far as I can tell there is no robust package for variational bayesian inference in pure Julia.

My understanding is that this can be done in Stan but it’s not a fully developed feature of the language. So it’s possible using the tools but still an experimental application.

While it doesn’t appear to officially released yet, you can try Gen.jl < https://github.com/probcomp/Gen > Looks like it’s aiming to be a pretty full-featured and sophisticated probabilistic programming language.