Laplace's method

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In mathematics, Laplace's method, named after Pierre-Simon Laplace, is a technique used to approximate integrals of the form ∫ a b e M f ( x ) d x , {\displaystyle \int _{a}^{b}e^{Mf(x)}\,dx,} where f {\displaystyle f} is a twice-differentiable function, M {\displaystyle M} is a large number, and the endpoints a {\displaystyle a} and b {\displaystyle b} may be infinite. This technique was originally presented in the book by Laplace (1774). In Bayesian statistics, Laplace's approximation can refer to either approximating the posterior normalizing...

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