Alsing, J;
Wandelt, B;
Feeney, S;
(2018)
Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology.
Monthly Notices of the Royal Astronomical Society
, 477
(3)
pp. 2874-2885.
10.1093/mnras/sty819.
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Abstract
Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper, we use massive asymptotically optimal data compression to reduce the dimensionality of the data space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parametrized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate DELFI with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ∼104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological data sets.
| Type: | Article |
|---|---|
| Title: | Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1093/mnras/sty819 |
| Publisher version: | https://doi.org/10.1093/mnras/sty819 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Science & Technology, Physical Sciences, Astronomy & Astrophysics, methods: data analysis, APPROXIMATE BAYESIAN COMPUTATION, SEQUENTIAL MONTE-CARLO, PARAMETER-ESTIMATION, MODEL SELECTION, SIMULATIONS, CONSTRAINTS |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Physics and Astronomy |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10087562 |
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