I am, once again, in a bit of a mood. And the only thing that will fix my mood is a good martini and a Laplace approximation. And I’m all out of martinis. To be honest I started writing this post in February 2023, but then got distracted by visas and jobs and all that jazz. But I felt the desire to finish it, so here we are. I wonder how much I will want to re-write1 The post started as a pedagogical introduction to Laplace approximations (for reasons I don’t fully remember), but it rapid...
