3 ms·
Indeed. It's the gateway drug to Laplace's method (Laplace approximation), mean field theory, perturbation theory, ... QFT. https://en.m.wikipedia.org/wiki/La
by srean 1y ago
Indeed.
It's the gateway drug to Laplace's method (Laplace approximation), mean field theory, perturbation theory, ... QFT.
https://en.m.wikipedia.org/wiki/Laplace%27s_method https://en.m.wikipedia.org/wiki/Laplace%27s_method
- chermi 1y agoMaybe I should just read the wiki you linked, but I guess I'm confused on how this is different than steepest descent? I'm a physicist by training so maybe we just call it something different?
- dawnofdusk 1y agoThey are the same for physicists who analytically continue everything. Steepest descent is technically for integrals in the complex plane, and Laplace's method is for integrating over the real line.
- srean 1y agoIt is Laplace's method of steepest decent. When the same method is used to approximate probability density function, for example the posterior probability density, it's called Laplace's approximation of the density. The wikipedia link would have made things quite clear :)