Fully Exponential Laplace Approximations Using Asymptotic Modes
使用渐近众数的全指数拉普拉斯近似
Posterior means of positive functions can be expressed as the ratio of integrals which is called fully exponential form. When approximating the posterior means analytically, we usually use Laplace's method. Tierney and Kadane presented a second-order approximation by using the Laplace approximations in each of the numerator and denominator of the fully exponential form. However, Laplace's method requires the exact mode of the integrand. In this article we introduce the…