ELI5: Explain Like I'm 5

Laplace's approximation

Laplace's approximation is a way to make complicated math problems simpler. Think of a big puzzle with lots of pieces that are hard to figure out, but you want to see the picture it makes. Laplace's approximation lets you take a shortcut and get a pretty good idea of what the picture looks like without having to figure out every single piece.

To understand how it works, let's imagine that you have a bunch of numbers that you want to add up. But these numbers are all really messed up and hard to add! Laplace's approximation lets you take these numbers and find an easier way to add them up.

First, you need to find the average of those numbers. This is like finding the middle number if you were to write all the numbers in order. Once you know the average, you can calculate how far each number is from that average. Then you square that distance and add up all these squared distances. This is called the variance.

Next, you use the variance to figure out the standard deviation. The standard deviation gives you an idea of how spread out the numbers are, and how far each one is from the average.

Finally, you use this information to make an approximation of the sum of the numbers. You take the average, multiply it by the number of items you have, and add or subtract a little bit based on the standard deviation.

So, in simple terms, Laplace's approximation takes a complex problem and finds an easy way to solve it. It does this by finding the middle number, figuring out how far each number is from that middle, using that to find out how spread out the numbers are, and finally making an educated guess about what the answer should be.