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Cited by 222

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Laplace Approximation of High Dimensional Integrals

Shun, Zhenming, McCullagh, Peter·1995·Journal of the Royal Statistical Society Series B: Statistical Methodology

Abstract

SUMMARY: It is shown that the usual Laplace approximation is not a valid asymptotic approximation when the dimension of the integral is comparable with the limiting parameter n. The formal Laplace expansion for multidimensional integrals is given and used to construct asymptotic approximations for high dimensional integrals. One example is considered in which the dimension of the integral is O(n 1/2) and the relative error of the unmodified Laplace approximation is O(1). Nevertheless, it is possible to construct a valid asymptotic expansion by regrouping terms in the formal expansion according to asymptotic order in n.

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Crossref · 10.1111/j.2517-6161.1995.tb02060.x

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Metadata

Authors
Shun, Z., & McCullagh, P.
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Published
1995-11-01
Volume
57
Issue
4
Pages
749-760
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W2407194592
Cited by
222
References
1
FWCI
4.10
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Laplace Approximation of High Dimensional Integrals. https://app.cochat.ai/papers/10.1111/j.2517-6161.1995.tb02060.x
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Shun, Z., & McCullagh, P. (1995). Laplace Approximation of High Dimensional Integrals. Journal of the Royal Statistical Society Series B: Statistical Methodology. https://doi.org/10.1111/j.2517-6161.1995.tb02060.x

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