Laplace's Method

In mathematics, Laplace's method, named after Pierre-Simon Laplace, is a technique used to approximate integrals of the form

where ƒ(x) is some twice-differentiable function, M is a large number, and the integral endpoints a and b could possibly be infinite. This technique was originally presented in Laplace (1774, pp. 366–367).

Read more about Laplace's Method:  The Idea of Laplace's Method, General Theory of Laplace's Method, Laplace's Method Extension: Steepest Descent, Further Generalizations, Complex Integrals, Example 1: Stirling's Approximation, Example 2: Parameter Estimation and Probabilistic Inference

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