Multivariate Laplace’s approximation with estimated error and application to limit theorems-Reference-Cited by-同舟云学术

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Multivariate Laplace’s approximation with estimated error and application to limit theorems

Published:2019-12 Issue: Volume:248 Page:105305
ISSN:0021-9045
Container-title:Journal of Approximation Theory
language:en
Short-container-title:Journal of Approximation Theory

Author:

Łapiński Tomasz M.

Publisher

Elsevier BV

Subject

Applied Mathematics,General Mathematics,Numerical Analysis,Analysis

Reference12 articles.

1. Asymptotic Expansions of Integrals;Bleistein,1975

2. Asymptotic Approximations for Probability Integral;Breitung,1994

3. Simple upper and lower bounds for the multivariate Laplace’s approximation;Inglot;J. Approx. Theory,2014

4. Foundations of Modern Probability;Kallenberg,1997

5. Semiclassical Analysis for Diffusions and Stochastic processes;Kolokoltsov,2000

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1. Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation;SIAM/ASA Journal on Uncertainty Quantification;2023-09-27

2. Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems;Numerische Mathematik;2022-01-15

3. Information criteria for inhomogeneous spatial point processes;Australian & New Zealand Journal of Statistics;2021-05-08

4. Prepare for the Worst, Hope for the Best: Active Robust Learning On Distributions;IEEE Transactions on Cybernetics;2021

5. Approximations of the Sum of States by Laplace’s Method for a System of Particles with a Finite Number of Energy Levels and Application to Limit Theorems;Mathematical Physics, Analysis and Geometry;2020-03

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