Skew-Laplace approximation improves posterior density recovery for Dirichlet process mixtures by about 30 percent over standard Laplace and runs substantially faster than MCMC.
arXiv preprint arXiv:2510.03226
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Laplace and skew-Laplace approximations for Dirichlet process mixture posterior density
Skew-Laplace approximation improves posterior density recovery for Dirichlet process mixtures by about 30 percent over standard Laplace and runs substantially faster than MCMC.