Seminar: What is ... a Laplace approximation?

Niels Olsen will give a talk about what is a Laplace approximation?

First presented by Laplace (1774), Laplace approximation is a teqnique for approximating integrals of the kind $\int e^f(u) du$. It is a quite general tool with interesting applications in statistics. A brief intuition of multivariate Gaussian random variables is preferred, but apart from that we rely only on linear algebra and calculus.

This lecture is part of the  "What is..?" seminar.