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The Laplace asymptotic expansion in high dimensions: a nonasymptotic analysis

Anya Katsevich
Abstract

We study the classical Laplace asymptotic expansion of Rdf(x)env(x)dx\int_{\mathbb R^d} f(x)e^{-nv(x)}dx in high dimensions dd. We derive an error bound to the expansion when truncated to arbitrary order. The error bound is fully explicit except for absolute constants, and it depends on dd, nn, and operator norms of the derivatives of vv and ff in a neighborhood of the minimizer of vv.

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