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arXiv 1304.4473astro-ph.CO
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快速和慢速宇宙学参数的有效采样

Efficient sampling of fast and slow cosmological parameters

Antony Lewis

摘要:

物理参数通常使用采样方法从数据似然性约束。改变某些参数可能比改变其他参数(“快速参数”)在计算上要昂贵得多(“慢”)。我描述了一种方法去相关的快速和缓慢的参数,使参数采样在全空间变得几乎一样有效的采样时,在慢子空间的协方差是众所周知的,分布是简单的。当有许多快速参数时,这大大降低了计算成本。该方法还可以与Neal(2005)提出的快速“拖动”方法相结合,当参数不能先验地完全去相关或具有更复杂的依赖性时,该方法可以更鲁棒和有效。我说明了这些方法的情况下,宇宙学参数估计使用数据的可能性从普朗克卫星观测与几十个快速滋扰参数,并展示了一个加速的因素5或更多。在更复杂的情况下,特别是在快速子空间非常快但复杂或高度相关的情况下,快慢采样方法原则上可以给出任意大的性能增益。新的采样器在最新版本的公开CosmoMC代码中实现。

英文摘要:

Physical parameters are often constrained from the data likelihoods using sampling methods. Changing some parameters can be much more computationally expensive (`slow') than changing other parameters (`fast parameters'). I describe a method for decorrelating fast and slow parameters so that parameter sampling in the full space becomes almost as efficient as sampling in the slow subspace when the covariance is well known and the distributions are simple. This gives a large reduction in computational cost when there are many fast parameters. The method can also be combined with a fast 'dragging' method proposed by Neal (2005) that can be more robust and efficient when parameters cannot be fully decorrelated a priori or have more complicated dependencies. I illustrate these methods for the case of cosmological parameter estimation using data likelihoods from the Planck satellite observations with dozens of fast nuisance parameters, and demonstrate a speed up by a factor of five or more. In more complicated cases, especially where the fast subspace is very fast but complex or highly correlated, the fast-slow sampling methods can in principle give arbitrarily large performance gains. The new samplers are implemented in the latest version of the publicly available CosmoMC code.

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