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This is the computation of the variance when we do Laplace Approximation for inference in binary classification. I do not understand why the variance is decomposed into these two terms.

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  • $\begingroup$ This is the definition of variance. $\endgroup$
    – Kevin Yang
    Jan 22 '19 at 3:18
  • $\begingroup$ Yes, you are using the definition of variance but something else. $\endgroup$ Jan 22 '19 at 8:57
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    $\begingroup$ Related? en.wikipedia.org/wiki/Law_of_total_variance $\endgroup$ Mar 25 '19 at 14:44
  • $\begingroup$ Exactly, that is what I was looking for. Thank you. $\endgroup$ Mar 25 '19 at 14:45

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