On the Tightness of the Laplace Approximation for Statistical Inference
arXiv:2210.09442 · doi:10.1016/j.spl.2023.109839
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 . We provide the first statistical lower bounds showing that the rate is tight.
14 pages