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In this paper we obtain an approximation for the multivariate Laplace's integral with a large parameter and estimate error term for two cases, when the maximum of the exponent is in the interior of the domain and on the boundary. We are…

Probability · Mathematics 2021-04-09 Tomasz M. Łapiński

In this paper, we introduce a new notion of convergence for the Laplace eigenfunctions in the semiclassical limit, the local weak convergence. This allows us to give a rigorous statement of Berry's random wave conjecture. Using recent…

Analysis of PDEs · Mathematics 2021-05-19 Maxime Ingremeau

Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

Computation · Statistics 2016-12-30 Erlis Ruli , Nicola Sartori , Laura Ventura

We prove lower bounds for the Dirichlet Laplacian on possibly unbounded domains in terms of natural geometric conditions. This is used to derive uncertainty principles for low energy functions of general elliptic second order divergence…

Mathematical Physics · Physics 2020-01-16 Peter Stollmann , Günter Stolz

We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak…

Analysis of PDEs · Mathematics 2015-11-03 Peter Constantin , Mihaela Ignatova

Laplace approximations are commonly used to approximate high-dimensional integrals in statistical applications, but the quality of such approximations as the dimension of the integral grows is not well understood. In this paper, we prove a…

Statistics Theory · Mathematics 2018-08-21 Helen Ogden

This work is devoted to a vast extension of Sanov's theorem, in Laplace principle form, based on alternatives to the classical convex dual pair of relative entropy and cumulant generating functional. The abstract results give rise to a…

Probability · Mathematics 2019-12-12 Daniel Lacker

In this paper, we study local regularity properties of minimizers of nonlocal variational functionals with variable exponents and weak solutions to the corresponding Euler--Lagrange equations. We show that weak solutions are locally bounded…

Analysis of PDEs · Mathematics 2021-07-21 Jamil Chaker , Minhyun Kim

The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies.…

Machine Learning · Statistics 2022-03-02 Nikolaos Gianniotis

We establish a local boundedness estimate for weak subsolutions to a doubly nonlinear parabolic fractional $p$-Laplace equation. Our argument relies on energy estimates and a parabolic nonlocal version of De Giorgi's method. Furthermore, by…

Analysis of PDEs · Mathematics 2020-10-13 Agnid Banerjee , Prashanta Garain , Juha Kinnunen

We present expressions for the coefficients which arise in asymptotic expansions of multiple integrals of Laplace type (the first term of which is known as Laplace's approximation) in terms of asymptotic series of the functions in the…

Classical Analysis and ODEs · Mathematics 2012-10-19 William D. Kirwin

Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…

Statistics Theory · Mathematics 2016-11-23 Helen Ogden

This paper derives a posteriori error estimates for the mixed numerical approximation of the Laplace eigenvalue problem with homogeneous Dirichlet boundary conditions. In particular, the resulting error estimator constitutes an upper bound…

Numerical Analysis · Mathematics 2021-01-26 Fleurianne Bertrand , Daniele Boffi , Rolf Stenberg

In this article, we consider a combination of local and nonlocal Laplace equation with singular nonlinearities. For such mixed problems, we establish existence of at least one weak solution for a parameter dependent singular nonlinearity…

Analysis of PDEs · Mathematics 2023-04-28 Prashanta Garain

The Laplace approximation is an old, but frequently used method to approximate integrals for Bayesian calculations. In this paper we develop an extension of the Laplace approximation, by applying it iteratively to the residual, i.e., the…

Computation · Statistics 2012-09-04 Björn Bornkamp

We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate…

Statistics Theory · Mathematics 2024-09-20 Neri Merhav

We consider the divergent fractional Laplace operator presented in [Dipierro-Savin-Valdinoci, Rev. Mat. Iberoam.] and we prove three types of results. Firstly, we show that any given function can be locally shadowed by a solution of a…

Analysis of PDEs · Mathematics 2021-02-04 Serena Dipierro , Ovidiu Savin , Enrico Valdinoci

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

Statistics Theory · Mathematics 2025-06-17 Mikołaj J. Kasprzak , Ryan Giordano , Tamara Broderick

We establish existence results for a class of mixed anisotropic and nonlocal $p$-Laplace equation with singular nonlinearities. We consider both constant and variable singular exponents. Our argument is based on an approximation method. To…

Analysis of PDEs · Mathematics 2023-03-28 Prashanta Garain , Wontae Kim , Juha Kinnunen

The aim of this paper is to provide a novel proof for the Local Semicircle Law for the Wigner ensemble. The core of the proof is the intensive use of the algebraic structure that arises, i.e. resolvent expansions and resolvent identities.…

Probability · Mathematics 2018-08-23 Vlad Margarint
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