On the tightness of the Laplace approximation for statistical inference
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DOI: 10.1016/j.spl.2023.109839
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- Simon N. Wood, 2011. "Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 3-36, January.
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Keywords
Laplace approximation; Lower bound; Marginal likelihood; Posterior;All these keywords.
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