On the tightness of the Laplace approximation for statistical inference

DOI10.1016/j.spl.2023.109839zbMath1524.62117arXiv2210.09442OpenAlexW4353095404MaRDI QIDQ6110093

Alex Stringer, Blair L. Bilodeau, Yanbo Tang

Publication date: 4 July 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.09442

zbMATH Keywords

posteriorlower boundmarginal likelihoodLaplace approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Cites Work

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• Simple upper and lower bounds for the multivariate Laplace approximation
• Error bounds for multidimensional Laplace approximation
• Error bounds for the Laplace approximation for definite integrals
• Statistical Models
• Accurate Approximations for Posterior Moments and Marginal Densities
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Approximate Inference in Generalized Linear Mixed Models

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