On the Convergence of Laplace's Approximation and Its Implications for Bayesian Computation

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• Claudia Schillings (Universität Mannheim )
• Tuesday 10 April 2018, 10:00-10:30
• Seminar Room 1, Newton Institute.

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Sampling methods for Bayesian inference show numerical instabilities in the case of concentrated posterior distributions. However, the concentration of the posterior is a highly desirable situation in practice, since it relates to informative or large data. In this talk, we will discuss convergence results of Laplace’s approximation and analyze the use of the approximation within sampling methods. This is joint work with Bjoern Sprungk (U Goettingen) and Philipp Wacker (FAU Erlangen).

This talk is part of the Isaac Newton Institute Seminar Series series.

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