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arXiv 2409.09101astro-ph.IMastro-ph.CO
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利用归一化流理解后验投影效应

Understanding posterior projection effects with normalizing flows

Marco Raveri, Cyrille Doux, Shivam Pandey

AI总结:

针对高维参数空间下贝叶斯后验采样受限、易受投影效应影响的问题,提出用带证据误差损失的归一化流学习后验的可微表示,可获取更稳健的低维后验剖面并实现高精度模型比较,已在高斯混合和宇宙学模拟中验证。

摘要:

贝叶斯推断的许多现代应用(例如宇宙学领域的应用)都基于具有高维参数空间的复杂正向模型,这极大限制了基于观测数据的后验分布采样。进而,当全维分布中包含更多信息时,后验的可解释性却被局限在其一维和二维边缘分布上。我们展示了如何利用归一化流从后验分布的样本中学习其平滑且可微的表示,我们在训练时加入了证据误差损失项,从多方面提升了精度。受宇宙学问题的启发,我们实现了一种稳健的方法来获取一维和二维后验分布剖面,这些剖面通过对其他参数进行优化而非积分得到,因此比边缘分布更不易受所谓的投影效应影响。我们还证明了这种表示能够提供准确的贝叶斯证据估计量,其对数误差处于0.2的水平,可实现准确的模型比较。我们在最高维度为32的多模态高斯混合模型上测试了该方法,随后将其应用于模拟宇宙学案例。我们的代码已公开在https://github.com/mraveri/tensiometer。

英文摘要:

Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed data. In turn, this reduces the interpretability of posteriors to their one- and two-dimensional marginal distributions, when more information is available in the full dimensional distributions. We show how to learn smooth and differentiable representations of posterior distributions from their samples using normalizing flows, which we train with an added evidence error loss term, to improve accuracy in multiple ways. Motivated by problems from cosmology, we implement a robust method to obtain one and two-dimensional posterior profiles. These are obtained by optimizing, instead of integrating, over other parameters, and are thus less prone than marginals to so-called projection effects. We also demonstrate how this representation provides an accurate estimator of the Bayesian evidence, with log error at the 0.2 level, allowing accurate model comparison. We test our method on multi-modal mixtures of Gaussians up to dimension 32 before applying it to simulated cosmology examples. Our code is publicly available at https://github.com/mraveri/tensiometer.

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