On the tightness of the Laplace approximation for statistical inference

Blair Bilodeau, Yanbo Tang and Alex Stringer

Statistics & Probability Letters, 2023, vol. 198, issue C

Abstract: Laplace’s method is used to approximate intractable integrals in a statistical problems. The relative error rate of the approximation is not worse than Op(n−1). We provide the first statistical lower bounds showing that the n−1 rate is tight.

Keywords: Laplace approximation; Lower bound; Marginal likelihood; Posterior (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109839

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