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math.ST2025
A unified theory of the high-dimensional Laplace approximation with application to Bayesian inverse problems
Anya Katsevich, Vladimir Spokoiny
The Laplace approximation (LA) to posteriors is a ubiquitous tool to simplify Bayesian computation, particularly in the high-dimensional settings arising in Bayesian inverse proble…
math.ST2024
Improved dimension dependence in the Bernstein von Mises Theorem via a new Laplace approximation bound
Anya Katsevich
The Bernstein-von Mises theorem (BvM) gives conditions under which the posterior distribution of a parameter based on independent samples is asymp…