论文标题
关于统计推断的拉普拉斯近似的紧密度
On the Tightness of the Laplace Approximation for Statistical Inference
论文作者
论文摘要
Laplace的方法用于近似统计问题中的棘手积分。近似的相对错误率不得差于$ o_p(n^{ - 1})$。我们提供了第一个统计下限,表明$ n^{ - 1} $费率很紧。
Laplace's method is used to approximate intractable integrals in a statistical problems. The relative error rate of the approximation is not worse than $O_p(n^{-1})$. We provide the first statistical lower bounds showing that the $n^{-1}$ rate is tight.