Laplace Approximation

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf Mathematical Method
gptkbp:appliesTo Posterior Distribution
Marginal Likelihood
gptkbp:assumes Posterior is approximately Gaussian
gptkbp:category Approximate Inference Method
gptkbp:computes Covariance at Mode
Mode of Distribution
gptkbp:estimatedCost Integrals
Probability Distributions
https://www.w3.org/2000/01/rdf-schema#label Laplace Approximation
gptkbp:method Second-order Taylor Expansion
gptkbp:namedAfter gptkb:Pierre-Simon_Laplace
gptkbp:relatedTo Gaussian Approximation
Saddle Point Approximation
gptkbp:requires Twice Differentiable Log Posterior
gptkbp:usedFor Bayesian Model Selection
Model Evidence Estimation
Posterior Approximation
gptkbp:usedIn gptkb:Machine_Learning
Statistics
Bayesian Inference
gptkbp:bfsParent gptkb:Bayesian_Learning
gptkbp:bfsLayer 7