Higher Order Hamiltonian Monte Carlo Sampling for Cosmological Large-Scale Structure Analysis. (arXiv:1911.02667v4 [astro-ph.CO] UPDATED)
<a href="http://arxiv.org/find/astro-ph/1/au:+Hernandez_Sanchez_M/0/1/0/all/0/1">Mónica Hernández-Sánchez</a>, <a href="http://arxiv.org/find/astro-ph/1/au:+Kitaura_F/0/1/0/all/0/1">Francisco-Shu Kitaura</a>, <a href="http://arxiv.org/find/astro-ph/1/au:+Ata_M/0/1/0/all/0/1">Metin Ata</a>, <a href="http://arxiv.org/find/astro-ph/1/au:+Vecchia_C/0/1/0/all/0/1">Claudio Dalla Vecchia</a>
We investigate higher order symplectic integration strategies within Bayesian
cosmic density field reconstruction methods. In particular, we study the
fourth-order discretisation of Hamiltonian equations of motion (EoM). This is
achieved by recursively applying the basic second-order leap-frog scheme
(considering the single evaluation of the EoM) in a combination of even numbers
of forward time integration steps with a single intermediate backward step.
This largely reduces the number of evaluations and random gradient
computations, as required in the usual second-order case for high-dimensional
cases. We restrict this study to the lognormal-Poisson model, applied to a full
volume halo catalogue in real space on a cubical mesh of 1250 $h^{-1}$ Mpc side
and 256$^3$ cells. Hence, we neglect selection effects, redshift space
distortions, and displacements. We note that those observational and cosmic
evolution effects can be accounted for in subsequent Gibbs-sampling steps
within the COSMIC BIRTH algorithm. We find that going from the usual second to
fourth-order in the leap-frog scheme shortens the burn-in phase by a factor of
at least $sim30$. This implies that 75-90 independent samples are obtained
while the fastest second-order method converges. After convergence, the
correlation lengths indicate an improvement factor of about 3.0 fewer gradient
computations for meshes of 256$^3$ cells. In the considered cosmological
scenario, the traditional leap-frog scheme turns out to outperform higher order
integration schemes only at lower dimensional problems, e.g. meshes with 64$^3$
cells. This gain in computational efficiency can help to go towards a full
Bayesian analysis of the cosmological large-scale structure for upcoming galaxy
surveys.
We investigate higher order symplectic integration strategies within Bayesian
cosmic density field reconstruction methods. In particular, we study the
fourth-order discretisation of Hamiltonian equations of motion (EoM). This is
achieved by recursively applying the basic second-order leap-frog scheme
(considering the single evaluation of the EoM) in a combination of even numbers
of forward time integration steps with a single intermediate backward step.
This largely reduces the number of evaluations and random gradient
computations, as required in the usual second-order case for high-dimensional
cases. We restrict this study to the lognormal-Poisson model, applied to a full
volume halo catalogue in real space on a cubical mesh of 1250 $h^{-1}$ Mpc side
and 256$^3$ cells. Hence, we neglect selection effects, redshift space
distortions, and displacements. We note that those observational and cosmic
evolution effects can be accounted for in subsequent Gibbs-sampling steps
within the COSMIC BIRTH algorithm. We find that going from the usual second to
fourth-order in the leap-frog scheme shortens the burn-in phase by a factor of
at least $sim30$. This implies that 75-90 independent samples are obtained
while the fastest second-order method converges. After convergence, the
correlation lengths indicate an improvement factor of about 3.0 fewer gradient
computations for meshes of 256$^3$ cells. In the considered cosmological
scenario, the traditional leap-frog scheme turns out to outperform higher order
integration schemes only at lower dimensional problems, e.g. meshes with 64$^3$
cells. This gain in computational efficiency can help to go towards a full
Bayesian analysis of the cosmological large-scale structure for upcoming galaxy
surveys.
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