Lightweight package for utilizing the Laplace Approximation to compare Bayesian models.
Project documentation can be found here: LApprox Documentation
LApprox.py is the only file required to run this package, though we include a Likelihood_Functions.py file for convenience. This project was designed for the purpose of calculating the Laplace Approximation for RV likelihood functions, and these are non-trivial to work with. Hence, we share our implementation.
An example of a simple, exact computation done for a multivariate Gaussian distribution is available in the Example_Multivariate_Gaussian.ipynb file.
A more complicated example, utilizing our Radial Velocity (RV) likelihood functions, is visible in Example_RV_Likelihood.ipynb.