Timeline for Numerical evaluation/approximation of non-central high-order moments of high-dimensional Gaussian measures?
Current License: CC BY-SA 3.0
3 events
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| Feb 13, 2018 at 15:31 | comment | added | Fabrice Pautot | Please, can you elaborate a little bit on the Laplace approximation? I tried the standard and fully exponential forms but, unless I'm mistaken, it doesn't work (see the question). I'm unable to find relevant sections in Permantle & Wilson too... | |
| Jan 12, 2018 at 8:11 | comment | added | Fabrice Pautot | Thanks for your input. $d$ is fixed, $k$ is slightly variable but no asymptotics. For sure, good old Laplace is always an option, but I guess there exist dedicated methods and algorithms for those fundamental integrals. | |
| Jan 11, 2018 at 17:44 | history | answered | Abdelmalek Abdesselam | CC BY-SA 3.0 |