For linear inverse problems with Gaussian priors and observation noise, the posterior is Gaussian, with mean and covariance determined by the conditioning formula. We analyse measure approximation problems of finding the best approximation to the posterior in a family of Gaussians with approximate covariance or approximate mean, for Hilbert parameter spaces and finite-dimensional observations. We quantify the error of the approximating Gaussian either with the Kullback-Leibler divergence or the family of R\'{e}nyi divergences. Using the Feldman-Hajek theorem and recent results on reduced-rank operator approximations, we identify optimal solutions to these measure approximation problems. Our results extend those of Spantini et al. (SIAM J. Sci. Comput. 2015) to Hilbertian parameter spaces. In addition, our results show that the posterior differs from the prior only on a subspace of dimension equal to the rank of the Hessian of the negative log-likelihood, and that this subspace is a subspace of the Cameron-Martin space of the prior.

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