Figure 56: Gaussian approximation (Laplace approximation) to a 6-dimensional posterior
distribution for cosmological parameters, from WMAP1 and SDSS data. For all couples of parameters,
panels show contours enclosing 68% and 95% of joint probability from MC samples
(black contours), along with the Laplace approximation (red ellipses). It is clear that the Laplace
approximation captures the bulk of the posterior volume in parameter space in this case where there
is little non-Gaussianity in the posterior PDF. Image reproduced from 2005 preprint of [894].
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