Laplace method

E157382

The Laplace method is an asymptotic technique in mathematical analysis used to approximate integrals, especially those dominated by contributions near a maximum point of the integrand.

All labels observed (5)

Label Occurrences
Laplace approximation 4
Laplace method canonical 2
Laplace's method 1

How this entity was disambiguated

Statements (47)

Predicate Object
instanceOf asymptotic method ⓘ
method for asymptotic evaluation of integrals ⓘ
technique in mathematical analysis ⓘ
appliesTo integrals with a large parameter in the exponent ⓘ
real-valued integrals ⓘ
approximationFormula ∫_a^b e^{λ f(x)} g(x) dx ≈ e^{λ f(x0)} g(x0) √(2π/(−λ f''(x0))) for large λ ⓘ
assumes existence of a point where the integrand attains a maximum ⓘ
nondegenerate maximum of the phase function ⓘ
smoothness of the integrand near the maximum point ⓘ
basedOn Gaussian approximation near the maximum ⓘ
Taylor expansion of the exponent around a maximum point ⓘ
category asymptotic expansion technique ⓘ
integral approximation method ⓘ
characterizedBy dominant contribution from neighborhoods of maxima ⓘ
exponential accuracy in the large-parameter limit ⓘ
contrastedWith saddle point method in the complex plane ⓘ
stationary phase method for oscillatory integrals ⓘ
field applied mathematics ⓘ
asymptotic analysis ⓘ
mathematical analysis ⓘ
historicalPeriod 19th century ⓘ
influenced development of asymptotic expansion techniques ⓘ
modern methods of steepest descent ⓘ
namedAfter Pierre-Simon Laplace ⓘ
relatedTo Laplace’s approximation ⓘ
linked to: Laplace method

method of steepest descent ⓘ
saddle point method ⓘ
stationary phase method ⓘ
requires identification of the global maximum of the phase function on the integration domain ⓘ
second derivative of the phase function at the maximum to be negative ⓘ
typicalForm ∫_a^b e^{λ f(x)} g(x) dx with λ → +∞ ⓘ
usedFor approximating integrals ⓘ
approximating integrals dominated by a maximum of the integrand ⓘ
approximating integrals dominated by a stationary point ⓘ
approximating integrals of the form ∫ e^{λ f(x)} g(x) dx as λ → ∞ ⓘ
asymptotic expansion of integrals ⓘ
evaluating integrals with large parameters ⓘ
usedIn Bayesian statistics ⓘ
linked to: Bayesian inference

approximation of likelihood integrals ⓘ
approximation of partition functions ⓘ
large deviations theory ⓘ
probability theory ⓘ
statistical mechanics ⓘ
statistics ⓘ
x0 point where f(x) attains its maximum on [a,b] ⓘ
yields higher-order asymptotic corrections when extended ⓘ
leading-order asymptotic term of an integral ⓘ

How these facts were elicited

Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gaussian integral → relatedTo → Laplace method ⓘ
Laplace method → relatedTo → Laplace’s approximation ⓘ
linked to: Laplace method
Asymptotic Methods in Analysis → topic → Laplace method ⓘ
Bayesian linear regression → canBeEstimatedBy → Laplace approximation ⓘ
linked to: Laplace method
Stirling's approximation → relatedTo → Laplace's method ⓘ
linked to: Laplace method
Borel summation → relatedTo → Watson’s lemma ⓘ
linked to: Laplace method
Bayes factor → computedBy → Laplace approximation ⓘ
linked to: Laplace method
Bayesian model averaging → canUseApproximation → Laplace approximation ⓘ
linked to: Laplace method
Bayesian learning for neural networks → oftenUses → Laplace approximation ⓘ
linked to: Laplace method