Error bounds for multidimensional Laplace approximation

DOI10.1016/0021-9045(83)90044-8zbMath0514.41028OpenAlexW2046837553MaRDI QIDQ1051175

J. P. McClure, Roderick Wong

Publication date: 1983

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9045(83)90044-8

zbMATH Keywords

error boundsmultidimensional Laplace approximationnumerical estimate

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Multidimensional problems (41A63)

Related Items (7)

Optimal volume-corrected Laplace-Metropolis method ⋮ Simple upper and lower bounds for the multivariate Laplace approximation ⋮ Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation ⋮ On the tightness of the Laplace approximation for statistical inference ⋮ Re-thinking high-dimensional mathematical statistics. Abstracts from the workshop held May 15--21, 2022 ⋮ A consensus-based global optimization method for high dimensional machine learning problems ⋮ Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems

Cites Work

• Nesting property for Liapunov functions associated with an equilibrium point
• Application of the Poincaré-Bendixson theorem
• Error bounds for the Laplace approximation for definite integrals
• On a Method of Asymptotic Evaluation of Multiple Integrals
• Asymptotic Expansions of Double and Multiple Integrals Occurring in Diffraction Theory
• Approximations to a Class of Double Integrals of Functions of Large Numbers
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