On the error in Laplace approximations of high-dimensional integrals
Statistics Theory
2018-08-21 v1 Statistics Theory
Abstract
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 new result on the size of the error in first- and higher-order Laplace approximations, and apply this result to investigate the quality of Laplace approximations to the likelihood in some generalized linear mixed models.
Cite
@article{arxiv.1808.06341,
title = {On the error in Laplace approximations of high-dimensional integrals},
author = {Helen Ogden},
journal= {arXiv preprint arXiv:1808.06341},
year = {2018}
}