Laplace and Saddlepoint Approximations in High Dimensions
Published in ArXiv, 2021
Recommended citation: Tang and Reid (2021). "Laplace and Saddlepoint Approximations in High Dimensions.". ArXiv. [https://arxiv.org/abs/2107.10885]
This paper examines the behaviour of the Laplace and saddlepoint approximations in the high-dimensional setting, where the dimension of the model is allowed to increase with the number of observations.