Alexander Katsevich

works on

bayesian inverse problems 1 discrete-to-continuum limits 1 gaussian fluctuations 1 map estimation 1 posterior convergence 1

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activity

20242026

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math.CA2026

High-dimensional Laplace asymptotics up to the concentration threshold

Alexander Katsevich, Anya Katsevich

We study high-dimensional Laplace-type integrals $I (I^») := (I^»/2 I ¨ )^{d /2} \int_{R^{d}} g (x) e^{- I^» f (x)} d x$ in the regime where both $d$ and $I^»$ are large. Existing rigorous Lapl…