REPARAMETRIZATION AND ACCURACY OF LAPLACE APPROXIMATIONS FOR POSTERIOR MOMENTS
Jorge Alberto ACHCAR[1]
§
ABSTRACT: An useful formula is
developed to be used as a criterion to check the error term of Laplace
approximations for posterior moments of interest, We also present an useful
reparametrization to get very accurate Laplace approximations for posterior
moments, specially for small sample sizes. The method is illustrated with some
examples.
§
KEYWORDS: Accuracy of Laplace
approximations; posterior moments; reparametrization.
[1] Departamento de Ciências da Computação e Estatística – Instituto de Ciências Matemáticas de São Carlos – USP – 13560-970 – São Carlos – SP – Brasil