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What is Laplace Approximations for Matrix Functions about?

This paper presents a unified approach to Laplace approximations of hypergeometric functions with two matrix arguments, building on previous work that demonstrated the accuracy of single-matrix approximations. The authors derive new approximations, investigate their numerical accuracy in statistical applications, and highlight their relevance to eigenvalue distributions in random matrix theory. The findings suggest that the proposed Laplace approximations are generally more accurate than existing methods, w

Author

garciabearcats

Language

EN