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Laplace's Method (Quadratic Approximation)

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Premiered Aug 9, 2020
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The Laplace approximation method is a technique used to approximate complex probability distributions—especially posterior distributions in Bayesian inference—by a Gaussian distribution centered at the mode (typically the MAP estimate). Become a member! https://meerkatstatistics.com/courses/ * 🎉 Special YouTube 60% Discount on Yearly Plan – valid for the 1st 100 subscribers; Voucher code: First100 🎉 * Why become a member? * All video content * Extra material on complete-courses (notebooks) * Access to code and notes * Community Discussion * No Ads * Support the Creator ❤️ If you’re looking for statistical consultation, work on interesting projects, or training workshop, visit my website https://meerkatstatistics.com/ or contact me directly at [email protected] ~~~~~ SUPPORT ~~~~~ Paypal me: https://paypal.me/MeerkatStatistics ~~~~~~~~~~~~~~~~~ Laplace's method fits a gaussian to any possible (hard, unnormalized) distribution.

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