Laplace Method, Approximate Bayesian Inference

Learning Goal: I’m working on a statistics exercise and need an explanation and answer to help me learn.

Please answer the following questions and provide references for your answers.

Question 1

What is approximate Bayesian inference and give at least three examples of approximate inferential frameworks.

Question 2

Explain what is a Latent Gaussian Model (LGM).

Question 3

Explain what is a Gaussian Markov Random field (GMRF) and give an example thereof.

Question 4

Explain the Laplace method as an approximate inference tool.

Please provide references for your answers.

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