LAPLACE APPROXIMATIONS FOR POSTERIOR MOMENTS : AN INVARIANT REPARAMETRIZATION
Jorge Alberto ACHCAR[1]
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ABSTRACT: For the application of
Laplace’s method for integrals in the approximation of posterior moments, the
choice of good parametrization is important to get accurate results. In the
multiparameter case and considering a parametrization with a locally uniform
prior, we show that linear transformations of the parameters give invariant
Laplace approximations for posterior moments of interest.
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KEYWORDS: Laplace approximations;
posterior moments; invariant reparametrization.
[1] Departamento de Ciências da Computação e Estatística – Instituto de Ciências Matemáticas de São Carlos – USP – 13560-970 – São Carlos – SP – Brasil