4,260 research outputs found
Methods for Bayesian power spectrum inference with galaxy surveys
We derive and implement a full Bayesian large scale structure inference
method aiming at precision recovery of the cosmological power spectrum from
galaxy redshift surveys. Our approach improves over previous Bayesian methods
by performing a joint inference of the three dimensional density field, the
cosmological power spectrum, luminosity dependent galaxy biases and
corresponding normalizations. We account for all joint and correlated
uncertainties between all inferred quantities. Classes of galaxies with
different biases are treated as separate sub samples. The method therefore also
allows the combined analysis of more than one galaxy survey.
In particular, it solves the problem of inferring the power spectrum from
galaxy surveys with non-trivial survey geometries by exploring the joint
posterior distribution with efficient implementations of multiple block Markov
chain and Hybrid Monte Carlo methods. Our Markov sampler achieves high
statistical efficiency in low signal to noise regimes by using a deterministic
reversible jump algorithm. We test our method on an artificial mock galaxy
survey, emulating characteristic features of the Sloan Digital Sky Survey data
release 7, such as its survey geometry and luminosity dependent biases. These
tests demonstrate the numerical feasibility of our large scale Bayesian
inference frame work when the parameter space has millions of dimensions.
The method reveals and correctly treats the anti-correlation between bias
amplitudes and power spectrum, which are not taken into account in current
approaches to power spectrum estimation, a 20 percent effect across large
ranges in k-space. In addition, the method results in constrained realizations
of density fields obtained without assuming the power spectrum or bias
parameters in advance
Estimating Discrete Markov Models From Various Incomplete Data Schemes
The parameters of a discrete stationary Markov model are transition
probabilities between states. Traditionally, data consist in sequences of
observed states for a given number of individuals over the whole observation
period. In such a case, the estimation of transition probabilities is
straightforwardly made by counting one-step moves from a given state to
another. In many real-life problems, however, the inference is much more
difficult as state sequences are not fully observed, namely the state of each
individual is known only for some given values of the time variable. A review
of the problem is given, focusing on Monte Carlo Markov Chain (MCMC) algorithms
to perform Bayesian inference and evaluate posterior distributions of the
transition probabilities in this missing-data framework. Leaning on the
dependence between the rows of the transition matrix, an adaptive MCMC
mechanism accelerating the classical Metropolis-Hastings algorithm is then
proposed and empirically studied.Comment: 26 pages - preprint accepted in 20th February 2012 for publication in
Computational Statistics and Data Analysis (please cite the journal's paper
Free Energy Methods for Bayesian Inference: Efficient Exploration of Univariate Gaussian Mixture Posteriors
Because of their multimodality, mixture posterior distributions are difficult
to sample with standard Markov chain Monte Carlo (MCMC) methods. We propose a
strategy to enhance the sampling of MCMC in this context, using a biasing
procedure which originates from computational Statistical Physics. The
principle is first to choose a "reaction coordinate", that is, a "direction" in
which the target distribution is multimodal. In a second step, the marginal
log-density of the reaction coordinate with respect to the posterior
distribution is estimated; minus this quantity is called "free energy" in the
computational Statistical Physics literature. To this end, we use adaptive
biasing Markov chain algorithms which adapt their targeted invariant
distribution on the fly, in order to overcome sampling barriers along the
chosen reaction coordinate. Finally, we perform an importance sampling step in
order to remove the bias and recover the true posterior. The efficiency factor
of the importance sampling step can easily be estimated \emph{a priori} once
the bias is known, and appears to be rather large for the test cases we
considered. A crucial point is the choice of the reaction coordinate. One
standard choice (used for example in the classical Wang-Landau algorithm) is
minus the log-posterior density. We discuss other choices. We show in
particular that the hyper-parameter that determines the order of magnitude of
the variance of each component is both a convenient and an efficient reaction
coordinate. We also show how to adapt the method to compute the evidence
(marginal likelihood) of a mixture model. We illustrate our approach by
analyzing two real data sets
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