Laplace method

E157382

The Laplace method is an asymptotic technique in mathematical analysis used to approximate integrals, especially those dominated by contributions near a maximum point of the integrand.

All labels observed (4)

Label Occurrences
Laplace method canonical 2
Laplace approximation 1
Laplace's method 1

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Statements (47)

Predicate Object
instanceOf asymptotic method
method for asymptotic evaluation of integrals
technique in mathematical analysis
appliesTo integrals with a large parameter in the exponent
real-valued integrals
approximationFormula ∫_a^b e^{λ f(x)} g(x) dx ≈ e^{λ f(x0)} g(x0) √(2π/(−λ f''(x0))) for large λ
assumes existence of a point where the integrand attains a maximum
nondegenerate maximum of the phase function
smoothness of the integrand near the maximum point
basedOn Gaussian approximation near the maximum
Taylor expansion of the exponent around a maximum point
category asymptotic expansion technique
integral approximation method
characterizedBy dominant contribution from neighborhoods of maxima
exponential accuracy in the large-parameter limit
contrastedWith saddle point method in the complex plane
stationary phase method for oscillatory integrals
field applied mathematics
asymptotic analysis
mathematical analysis
historicalPeriod 19th century
influenced development of asymptotic expansion techniques
modern methods of steepest descent
namedAfter Pierre-Simon Laplace
relatedTo Laplace method self-linksurface differs
surface form: Laplace’s approximation

method of steepest descent
saddle point method
stationary phase method
requires identification of the global maximum of the phase function on the integration domain
second derivative of the phase function at the maximum to be negative
typicalForm ∫_a^b e^{λ f(x)} g(x) dx with λ → +∞
usedFor approximating integrals
approximating integrals dominated by a maximum of the integrand
approximating integrals dominated by a stationary point
approximating integrals of the form ∫ e^{λ f(x)} g(x) dx as λ → ∞
asymptotic expansion of integrals
evaluating integrals with large parameters
usedIn Bayesian inference
surface form: Bayesian statistics

approximation of likelihood integrals
approximation of partition functions
large deviations theory
probability theory
statistical mechanics
statistics
x0 point where f(x) attains its maximum on [a,b]
yields higher-order asymptotic corrections when extended
leading-order asymptotic term of an integral

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Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gaussian integral relatedTo Laplace method
Laplace method relatedTo Laplace method self-linksurface differs
this entity surface form: Laplace’s approximation
Asymptotic Methods in Analysis topic Laplace method
Bayesian linear regression canBeEstimatedBy Laplace method
this entity surface form: Laplace approximation
Stirling's approximation relatedTo Laplace method
this entity surface form: Laplace's method