Efficient cosmological parameter sampling using sparse grids

We present a novel method to significantly speed up cosmological parameter sampling. The method relies on constructing an interpolation of the CMB-log-likelihood based on sparse grids, which is used as a shortcut for the likelihood-evaluation. We obtain excellent results over a large region in parameter space, comprising about 25 log-likelihoods around the peak, and we reproduce the one-dimensional projections of the likelihood almost perfectly. In speed and accuracy, our technique is competitive to existing approaches to accelerate parameter estimation based on polynomial interpolation or neural networks, while having some advantages over them. In our method, there is no danger of creating unphysical wiggles as it can be the case for polynomial fits of a high degree. Furthermore, we do not require a long training time as for neural networks, but the construction of the interpolation is determined by the time it takes to evaluate the likelihood at the sampling points, which can be parallelised to an arbitrary degree. Our approach is completely general, and it can adaptively exploit the properties of the underlying function. We can thus apply it to any problem where an accurate interpolation of a function is needed.Comment: Submitted to MNRAS, 13 pages, 13 figure

Rapid evaluation of radial basis functions

Over the past decade, the radial basis function method has been shown to produce high quality solutions to the multivariate scattered data interpolation problem. However, this method has been associated with very high computational cost, as compared to alternative methods such as finite element or multivariate spline interpolation. For example. the direct evaluation at M locations of a radial basis function interpolant with N centres requires O(M N) floating-point operations. In this paper we introduce a fast evaluation method based on the Fast Gauss Transform and suitable quadrature rules. This method has been applied to the Hardy multiquadric, the inverse multiquadric and the thin-plate spline to reduce the computational complexity of the interpolant evaluation to O(M + N) floating point operations. By using certain localisation properties of conditionally negative definite functions this method has several performance advantages against traditional hierarchical rapid summation methods which we discuss in detail

Surface Reconstruction from Scattered Point via RBF Interpolation on GPU

In this paper we describe a parallel implicit method based on radial basis functions (RBF) for surface reconstruction. The applicability of RBF methods is hindered by its computational demand, that requires the solution of linear systems of size equal to the number of data points. Our reconstruction implementation relies on parallel scientific libraries and is supported for massively multi-core architectures, namely Graphic Processor Units (GPUs). The performance of the proposed method in terms of accuracy of the reconstruction and computing time shows that the RBF interpolant can be very effective for such problem.Comment: arXiv admin note: text overlap with arXiv:0909.5413 by other author