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10/17/2022
On the Tightness of the Laplace Approximation for Statistical Inference
Laplace's method is used to approximate intractable integrals in a wide ...
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06/17/2022
A Note on Monte Carlo Integration in High Dimensions
Monte Carlo integration is a commonly used technique to compute intracta...
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01/11/2022
Asymptotic Behaviour of the Modified Likelihood Root
We examine the normal approximation of the modified likelihood root, an ...
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07/22/2021
Laplace and Saddlepoint Approximations in High Dimensions
We examine the behaviour of the Laplace and saddlepoint approximations i...
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02/12/2021
Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference
We provide the first stochastic convergence rates for adaptive Gauss–Her...
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12/03/2020