Key to effective generic, or “black-box,” variational inference is the selection of an approximation target density that balances accuracy and speed. Copula models are promising options, but calibration can be slow for some choices. Smith, Loaiza-Maya, Nott (2020 M. S., R., Nott, D. J. (2020), “High-Dimensional Variational Approximation through Transformation,” Journal Computational Graphical S...