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arXiv 2203.05009astro-ph.CO
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极高成本似然:面向精密宇宙学的一种变分贝叶斯解决方案

Extremely expensive likelihoods: A variational-Bayes solution for precision cosmology

Matteo Rizzato, Elena Sellentin

AI总结:

针对精密宇宙学中似然计算成本极高、传统MCMC采样不可行的问题,提出变分贝叶斯方法估计完整非高斯后验,在KiDS-450分析中仅用0.6%原计算量就重建后验,降低成本以纳入更多系统效应。

摘要:

我们提出一种变分贝叶斯解决方案,用于从成本极高的似然中计算非高斯后验。当MCMC(马尔可夫链蒙特卡洛)采样在数值计算上成本过高或概念上不可行时,我们的方法可作为参数推断的替代方案。例如,当似然或理论模型无法在任意参数值下求值,仅能在预先选定的参数值下求值时,传统MCMC采样无法实现,而我们的变分贝叶斯方案仍能成功估计完整后验。在宇宙学中,这种情况常见于参数模型基于为预先选定的输入参数运行的高成本模拟的场景。我们在KiDS-450弱引力透镜分析中验证了后验构建方法的适用性,仅用原数值后验求值计算量的0.6%就重建了KiDS原始MCMC后验。数值成本的降低意味着此前会耗尽计算预算的系统效应现在可以被纳入分析。

英文摘要:

We present a variational-Bayes solution to compute non-Gaussian posteriors from extremely expensive likelihoods. Our approach is an alternative for parameter inference when MCMC sampling is numerically prohibitive or conceptually unfeasible. For example, when either the likelihood or the theoretical model cannot be evaluated at arbitrary parameter values, but only previously selected values, then traditional MCMC sampling is impossible, whereas our variational-Bayes solution still succeeds in estimating the full posterior. In cosmology, this occurs e.g. when the parametric model is based on costly simulations that were run for previously selected input parameters. We demonstrate the applicability of our posterior construction on the KiDS-450 weak lensing analysis, where we reconstruct the original KiDS MCMC posterior at 0.6% of its former numerical posterior evaluations. The reduction in numerical cost implies that systematic effects which formerly exhausted the numerical budget could now be included.

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