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No LIGO MACHO: Primordial Black Holes, Dark Matter and Gravitational Lensing
of Type Ia Supernovae

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 No LIGO MACHO∗ : Primordial Black Holes,
Dark Matter and Gravitational Lensing of Type Ia Supernovae
Miguel Zumalacárregui1, 2, 3, † and Uroš Seljak1, 4, ‡
1
Berkeley Center for Cosmological Physics, LBNL and University of California at Berkeley,
Berkeley, California 94720, USA
2
Institut de Physique Théorique, Université Paris Saclay CEA, CNRS, 91191 Gif-sur-Yvette, France
3
Nordita, KTH Royal Institute of Technology and Stockholm University,
Roslagstullsbacken 23, SE-106 91 Stockholm, Sweden
4
Physics and Astronomy Department, LBNL, University of California at Berkeley,
Berkeley, California 94720, USA
(Dated: December 7, 2017)
arXiv:1712.02240v1 [astro-ph.CO] 6 Dec 2017

Black hole merger events detected by the Laser Interferometer Gravitational-Wave Observatory
(LIGO) have revived dark matter models based on primordial black holes (PBH) or other massive
compact halo objects (MACHO). This macroscopic dark matter paradigm can be distinguished from
particle physics models through their gravitational lensing predictions: compact objects cause most
lines of sight to be demagnified relative to the mean, with a long tail of higher magnifications. We
test the PBH model using the lack of lensing signatures on type Ia supernovae (SNe), modeling
the effects of large scale structure, allowing for a non-gaussian model for the intrinsic SNe luminos-
ity distribution and addressing potential systematic errors. Using current JLA (Union) SNe data,
we derive bounds ΩPBH /ΩM < 0.346 (0.405) at 95% confidence, ruling out the hypothesis of MA-
CHO/PBH comprising the totality of the dark matter at 5.01σ(4.28σ) significance. The finite size
of SNe limits the validity of the results to MPBH & 10−2 M , fully covering the black hole mergers
detected by LIGO and closing that previously open PBH mass range.

I. INTRODUCTION 10 − 100M ) coincide with the masses of black holes de-

A major goal of cosmology is to characterize the dark
components of the universe. The nature of Dark Mat-
ter (DM), the component sourcing the formation of large
scale structure (LSS) and contributing 27% of the energy
budget of the universe, remains highly elusive. The stan-
dard DM scenario postulates a new elementary particle,
abundantly produced in the early universe and with a
small cross section that makes it difficult to detect by
current experiments or be produced in particle colliders.
Although cosmology is insensitive to most microscopic
details of DM scenarios, observations prefer cold dark
matter (CDM) models in which DM behaves as a non-
relativistic fluid.
An alternative to microscopic dark matter scenarios
postulates that CDM is formed by Primordial Black
Holes (PBH) or other macroscopic entities, generically
known as massive compact halo objects (MACHO), that
would have formed in the early universe [1–4]. PBHs
behave as non-relativistic matter on sufficiently large
scales, making them viable CDM candidates for cosmol-
ogy. They leave no trace on particle searches, but can be
probed by a series of small-scale effects that depend on
the mass and other properties of the object (see Fig. 1
and [5, 6] for recent reviews).
Interestingly, the weakest constraints on PBHs (M ∼
∗ This is funnier in Spanish
† Electronic address: miguelzuma@berkeley.edu
‡ Electronic address: useljak@berkeley.edu
tected by the Laser Interferometer Gravitational Obser-
vatory (LIGO) [7–9]. This intriguing possibility lead to a
revival of PBH models [10–12] (see [13] for pre-detection
work) that could simultaneously provide the right dark
matter abundance, explain the high merger rate and pro-
genitor masses inferred by the first LIGO detections while
being compatible with other bounds. Unfortunately, un-
certainties in the small-scale distribution of PBHs remain
an obstacle to constrain their abundance on the basis of
current gravitational wave (GW) observations (although
see [14]). Other methods are needed to reliably test the
PBH-DM hypothesis.
Given the dark nature of PBHs, a promising technique
is to probe their gravitational influence on the propaga-
tion of light. Microlensing observations, based on moni-
toring a field of stars and search for magnification caused
by compact objects moving near the line of sight, yields
one of the most powerful constraints in the range of mases
M . M , right below the LIGO band. The character-
istic
√timescale for microlensing-induced variations grows
as M and this technique becomes ineffective for PBH
over M & 10M [15].
In this paper we will derive lensing constraints on the
PBH abundance using Supernovae as standard candles
of known luminosity. This measurement is different from
traditional microlensing of stars in a number of ways.
Instead of comparing the same star at different times,
this method compares different type Ia supernovae, some
of which will be highly magnified by a PBH. The main
advantage of this method is that it does not rely on the
movement of the PBHs, making SNe lensing sensitive to
larger PBH masses than stellar microlensing. Instead,
 2

0.9

Eridanos II
0.8 α=0
α = 0.85
SNe lensing 10 1
0.7 Maximum near
(95% c.l.)

(this work)

PL (µ, z, α) at z = 1
0.6
empty beam

0.5

)
α ≡ ΩPBH /ΩM

Planck (photo
0.4 100 Magnification
tail ∝ ∆µ−3

Planck (coll)
0.3
EROS
0.2

LIGO BHs
0.1 10−1

0.0
10−4 10−3 10−2 10−1 100 101 102 103 104 −0.1 0.0 0.1 0.2 0.3 0.4 0.5 0.6
MPBH [M ] ∆µ (relative to FRW mean)

FIG. 1: Bounds on the abundance of PBHs as a function of FIG. 2: Effects of the PBH fraction on the magnification
the mass (95 % confidence level). The analysis of SNe lensing probability density function (equation 6), including compact
using the JLA (solid) and Union 2.1 compilations (dashed) objects and cosmological large scale structure. Compact ob-
constrain the PBH fraction in the range M & 0.01M . jects produce 1) a displacement of the maximum of the PDF
This range includes the masses of black hole events observed towards a demagnified universe and 2) a larger probability of
by LIGO (gray), only weakly constrained by previous data large magnifications. The cases shown correspond to no PBH
including micro-lensing (EROS [16]), the stability of stel- (solid) and all of the dark matter (but not baryons) in PBH
lar compact systems (Eridanus II [17, 18]) and CMB [19]. (dashed) at z = 1. Also shown is the empty beam (verti-
The CMB excluded regions correspond to Planck-TT (solid), cal dotted line). We see that LSS never reaches empty beam
Planck-full (dotted) for the limiting cases of collisional (red) values: all LSS lines of sight pass through matter for z = 1.
and photo-ionization (orange) (see [19] for details).

A. Magnification by compact objects

the effectiveness of this technique is limited by the finite-

Gravitational lensing by compact objects has two dis-
size of SNe if the PBHs are sufficiently light. Finally,
tinct effects, summarized in Fig. 2:
SNe probe the very deep universe, as opposed to specific
nearby regions of the sky. • Most objects appear dimmer than the average, as
Our results provide stringent constraints, ruling out most light beams do not pass near any lens. The
the DM-PBH model in the mass range detected by LIGO characteristic demagnification corresponds to the
at high significance. Our work improves on previous anal- empty-beam distance.
yses [20] and is complementary to other techniques based • Few objects undergo significant magnification, as
on lensing such as caustic crossing [21, 22], as well as their light beams pass very close to a lens. These
bounds derived from the CMB [19, 23–26] (see also [27] bright outliers are far less likely in a microscopic
for earlier work). DM scenario.
Section II describes the effect of PBHs on the magnifi- Note that both effects are balanced so that the mean
cation of distance sources. In Section III we describe the magnification remains the same as in a homogeneous uni-
likelihood and how we model the SNe, including system- verse.
atic effects. In Section IV we present the bounds derived In PBHs-dominated universe, the line of sight to most
from our analysis. We conclude in Section V. sources will not lay near any compact object. Those
sources will be demagnified and appear fainter, affecting
its perceived angular-diameter distance
D̄(z) DE (z)
D(µ, z) = √ =√ . (1)
II. SNE LENSING BY COMPACT OBJECTS 1 + ∆µ 1+µ
In the first equality we have defined the magnification
Gravitational lensing of small sources like SNe is sen- ∆µ relative to filled-beam distance, i.e. the angular di-
sitive to the abundance of compact objects. This section ameter distance of the homogeneous cosmology D̄(z) =
R dz0
presents the statistical predictions of lensing magnifica- 1
1+z H(z 0 ) . The second equality defines µ relative to the
tion, including the effects of a variable PBH fraction and empty-beam distance [28, 29]
the large scale structure (LSS) of the universe. We will Z z
then consider how the constraints are affected by assump- 1
DE (z) = dz 0 . (2)
tions on the PBH mass distribution. 0 (1 + z 0 )2 H(z 0 )

Some sources will appear highly magnified by a com-
pact object near the line of sight. The lensing probabil-
ity distribution function (PDF) of a universe filled by a
uniform comoving density of PBHs only depends on the
mean magnification µ̄. Numerical simulations [30] have
found that that the PDF is well approximated by
3/2
1 − e−µ/δ

PC (µ, µ̄) = A if µ > 0 , (3)
(µ + 1)2 − 1
and 0 otherwise. The parameters A, δ depend on µ̄
and are chosenRto normalize the distribution and enforce
the mean µ̄ ≡ dµ µPC (µ, δ). In the high-magnification
limit the PDF decays as PC (µ) ∝ µ−3 , as has been shown
in the limit of a single lens [20] and by detailed numer-
ical studies with a distribution of point lenses [30, 31].
We note that our analysis is in the regime of low optical
depth (low average convergence and shear): we will use
data up to z ∼ 1 where µ < 0.14 and the PDF for point
lenses only depends on the total magnification [20, 30].
In this regime caustics are isolated and from individual
lenses only and magnification is well below the threshold
where collective effects (caustic networks) become impor-
tant. In this limit the PDF (equation 3) is independent
of the PBH mass as long as lenses and sources can be
considered point-like, with the finiteness of sources re-
quiring that MPBH & 10−2 M (see Sec. II C). In this
case, the statistical distribution of the lensing images in
fact independent of both the mass spectrum and the clus-
tering properties of the point masses, provided that the
clustering is spherical [31].
In the specific case of a PBH-only universe the mean
magnification in the PDF (equation 3) has to ensure that
the mean distance corresponds to the homogeneous cos-
mology (∆µ = 0 in equation 1). This corresponds to
µ̄ = µF where the full-beam magnification

2
µF ≡ DE (z)/D̄(z) − 1 . (4)
Keeping the dependence on µ̄ will allow us to include the
effects of LSS clustering in the next section.
B. PBH fraction and Large Scale Structure
We need to generalize the simplified model of the pre-
vious section to a realistic universe in which a fraction of
compact objects
ρPBH ρM
α≡ = fPBH , (5)
ρM ρDM
traces the underlying LSS distribution. Note we are dis-
tinguishing the fraction over the total matter density in-
cluding baryons α from the fraction of DM fPBH . We
will work with the former, as it is more convenient to
incorporate the effects of LSS.
Lensing by compact objects (equation 3) and LSS will
each contribute with a weight depending on the PBH
3
fraction α. For a given line of sight, the mean mag-
nification is that associated with the LSS distribution,
regardless of α. In the absence of compact objects this
LSS PDF is shown in figure 2: one can see that PDF
samples µ0 values peaked around 0 (mean beam), with a
tail of rare events towards high magnifications caused by
matter in centers of halos (galaxies and clusters). In the
presence of compact objects a fraction α of LSS magni-
fication µ0 along each line of sight is spread out further
with its own PBH PDF: this is constructed such that it
conserves the mean magnification αµ0 of that line of sight
(determined by LSS PDF), but its distribution is more
peaked at empty beam, with a tail towards high mag-
nifications. The total magnification µ is then obtained
by adding a contribution (1 − α)µ0 to the contribution
from compact objects, where the compact objects PDF
has a mean magnification αµ0 [32]. This approach yields
a combined lensing PDF
Z µ
1−α
PL (µ; z, α) = dµ0 PLSS (µ0 , z)PC [µ − µ0 (1 − α), αµ0 ]
0
(6)
where PLSS (µ, z) is the PDF associated to LSS. We see
that the result is a convolution of the two PDFs.
We take PLSS from turboGL [33, 34] for a Planck cos-
mology [35]. This code computes the PDF of LSS using
the halo approach, which should be more accurate than
simulations [32] due to the high dynamic range of the
halo mass profile resolution needed. We note however
that around the peak there is an excellent agreement be-
tween the different LSS PDFs in the literature. Still,
there are effects that are model dependent in the centers
of the halos, such as the stellar and baryonic contribution,
which affect the rare event tail of LSS PDF. So far there
have been only a handful of SN detected that have been
strongly lens magnified, and all of these events are consis-
tent with the lensing effect generated by LSS in the cen-
ters of galaxies or clusters [36–38]. These events are often
a result of a targeted search towards special objects such
as clusters, and their probability density cannot easily be
translated onto our plot. Here we simply remove SN with
large magnification where the SN has passed through a
center of a halo, since the modeling uncertainties are too
large to use these events to distinguish between the LSS
lensing and compact object lensing. Note that the ef-
fect of the cosmological parameters on the lensing PDF
is very weak [39] and variations can be neglected in the
range allowed by Planck. The combined PDF preserves
both the maximum at the empty-beam distance and the
high magnification tail (see Fig. 3).
C. Finite sources and PBH mass distribution
The magnification PDF relies on the assumption that
sources and lenses are point-like. To quantify whether a
given SNe is an effective point-like source for a BH of a
given mass M we take the ratio of the angular size and
 4

Probability density function Cumulative NSN e

3.5
z = 1.2
3.0 z ∈ [0.90, 1.5]
NJLA = 34
2.5 101
Nunion = 48 3σ 5σ
2.0

1.5
100
1.0

0.5

0.0 10−1
−0.6 −0.4 −0.2 0.0 0.2 0.4 0.6 −0.4 −0.2 0.0 0.2 0.4 0.6 0.8 1.0

3.5
z = 0.7
102
3.0 z ∈ [0.50, 0.9]
NJLA = 151
2.5
Nunion = 119 3σ 5σ
2.0 101

1.5

1.0 100

0.5

0.0 10−1
−0.6 −0.4 −0.2 0.0 0.2 0.4 0.6 −0.4 −0.2 0.0 0.2 0.4 0.6 0.8 1.0

3.5 103
α = 0.0 z = 0.2
3.0 α = 1.0 z ∈ [0.00, 0.5]
JLA NJLA = 555 102
2.5
Union Nunion = 412 3σ 5σ
2.0
1
10
1.5
α = 0.0
1.0 0 α = 1.0
10
JLA
0.5
Union
0.0 10−1
−0.6 −0.4 −0.2 0.0 0.2 0.4 0.6 −0.4 −0.2 0.0 0.2 0.4 0.6 0.8 1.0
∆µ (0.15/σµ ) ∆µ × (0.15/σµ )

FIG. 3: Redshift dependence of lensing probabilities: a cosmologically sizeable PBH population displaces the maximum of
the PDF towards the empty-beam distance. This displacement is compensated with a tail of higher probability of finding
strong magnifications. Left: normalized lensing PDF and predictions for no PBH (solid) and full PBH (dashed) universes.
Right: total cumulative distribution using a logaritmic scale to highlight the high-magnification tail of the PDF. Horizontal
lines correspond to 1,2 events, vertical lines indicate where 3 and 5σ outliers are expected. The residuals have been normalized
to a fiducial error σ = 0.15 magnitudes to facilitate visualization.

the (angular) Einstein radius: Hereafter we take  = 0.05 as a very conservative as-
 r s sumption to ensure the validity of the approximations in
θS RS M DL the magnification PDF.One can then derive the effective
≈ 0.034 · , (7)
θE 1.5 · 109 km M DS DLS BH fraction
where D are angular diameter distances in Mpc, L, S α̃(zS , M ) = α · fL (zS , M ) , (8)
refer to the lens and source and RS is the radius of the
source (the factor in parenthesis is of order 1 for type (now a function of the source redshift and the PBH mass)
Ia SNe). We demand the ratio (equation 7) to be small in terms of the effective lenses fraction
in order for the approximation to be valid. Because the R zS
Schwarzschild radius is smaller than the Einstein radius ρPBH (z)Θ (θS /θE − ) dz
fL (zS , M ) = 0 R zS . (9)
for all but the most extreme configurations, the point-like 0
ρPBH (z)dz
lens assumption is satisfied for PBHs.
We use a simple model to account for the mass depen- Where Θ(x) = 1 if x > 0 and 0 otherwise (a smooth func-
dence: an BH contributes to alpha only if θSN e /θE < . tion can be used, but the results depend very weakly on

1.0
fL(zS) (effective lenses fraction)
0.8
PBH mass
0.6 10M
1M
10 1M
0.4
0.2
0.0
0.2 0.4 0.6 0.8 1.0 1.2
zS
FIG. 4: Effective lenses fraction as a function of the source
redshift for a monochromatic BH distrubution with different
masses, cf. (equation 9). The reduction in effective lenses
fraction leads to the degrading of the constraints for low
masses in Fig. 1. Note that the 10 and 1M curves are
practically indistinguishable.
this choice). We will neglect PBH accretion and energy
loss via GW emission and assume ρPBH (z) ∝ (1 + z)3 .
Realistic PBH models will be characterized by a mass
distribution that accounts for their initial generation and
subsequent evolution. An extended mass function P (M )
can be easily incorporated in the framework of the effec-
tive lenses fraction, generalizing the effective PBH frac-
tion to
Z color, and stretch, each controlled by a prior with its
ᾱ(zS , P ) = α · P (M )fL (zs , M )dM , (10)
with P (M ) is normalized. One can straightforwardly
generalize the effective PBH fraction to a redshift-
dependent mass function P (M, z) accounting for evo-
lution of the PBH population in equations (9,10). We
note that extended mass functions tend to be better con-
strained by the data (e.g. [40–42]). Moreover, in the
limit of point sources the lensing PDF is insensitive to
the masses and small-scale clustering properties of the
PBH population [31]. For these reasons we will assume a
monochromatic mass function (equation 8) in what fol-
lows, as is both realistic enough and represents the most
conservative case.
III. LENSING LIKELIHOOD FOR IA SNE
The PBHs fraction α affects the observed luminosity of
type Ia supernovae via gravitational lensing. In this sec-
tion we will present the likelihood used to constrain the
model, as it will be applied latter to the Joint Lightcurve
Analisis (JLA) [43] and Union 2.1 [44] datasets. The
discussion includes the effects of lensing, a general SNe
intrinsic luminosity distribution and standardization, as
well as potential sources of systematic errors such as out-
liers, correlated noise and selection bias.
5
A. Magnification and global likelihood
The effect of compact objects is to change the apparent
distance of SNe
D̄L (z)
10 2M DL (z, ∆µ) = √ (11)
10 3M 1 + ∆µ
10 4M
where D̄L (z) = (1 + z)2 D̄(z) is the average/full beam lu-
minosity distanc and the magnification ∆µ is now defined
with respect to the average distance D̄. The distance
modulus of observed SNe then reads
1.4
 
D̄L (z)
mth = 5 log10 + 25 − 2.5 log10 (1 + ∆µ) . (12)
Mpc
The probability of a given magnification ∆µ is given by
PL (µ, z, α) (equation 6) evaluated at µ = ∆µ+µF (equa-
tion 4). Note that for small magnifications the last term
2.5
can be expanded as 2.5 log10 (1 + δµ) ∼ log(10) δµ.
We will adopt a form of Bayesian hierarchical modeling
approach for statistical analysis. We assume the priors
on all parameters are flat, so that the posterior is pro-
portional to the likelihood only. We introduce for each
SNe a latent variable which is the true distance modu-
lus, which we do not observe, and instead we observe its
noisy version constructed from absolute magnitude, color
and stretch. The regression parameters that correct for
stretch and color are assumed to be the same across all
SN. This can be generalized in the hierarchical models
to allow each SN to have its own value for magnitude,
own hyper-parameters that can be determined from the
analysis itself [45]. However, it has been argued this ap-
proach is prone to selection bias effects [46] and we do
not pursue it here.
There are two general approaches one can follow to
solve this: first, one can simultaneously derive the poste-
riors of all the latent variables and the parameters of the
model, which requires an analysis of posteriors in a high
dimensional space, for example using Hamiltonian Monte
Carlo sampling [47]. The second approach is to analyti-
cally marginalize over the latent variables. This requires
computing the convolution integrals of the true lensing
probability distribution with the noise probability distri-
bution. These integrals cannot be performed analytically,
and so need to be done numerically, separately for each
model, so it needs to be varied over α, z, and intrinsic pa-
rameters of the SNe PDF, as well as for each noise level.
In this paper we adopt this analytic marginalization ap-
proach, which requires us to numerically compute a lot
of convolution integrals and interpolate between them.
Note that this is a second convolution on top of the one
between LSS and PBH discussed above. However, as a
consequence of these analytic marginalizations over la-
tent variables we can work with a handful of variables
only.
The likelihood for each SNe measurement is then a
convolution of the total lensing PDF with the intrinsic

error associated to a SNe
Z the non-gaussian parameters, with a strong correlation
~ α) = dµPL (µ; , zi , α)PSN e (mi , σi , zi , µ, θ)
Li (θ, ~ , (13)
where mi is the observed distance modulus (equation 12)
and σi the corresponding error. The vector θ~ collectively
denotes parameters describing the cosmology, as well as
the standardization and statistics of the SNe population
(Sec. III B).
We will assume that the SNe
Q are independent and
hence the total likelihood L = i Li is the product of
the individual likelihood for each SNe. This is a very rea-
sonable assumption for lensing, as correlations induced
by compact objects occur on very small angular scales
∼ θE , and the SNe are observed in random points in
the sky. Observational covariances in the SNe datasets
due to common modeling and systematics are important.
The likelihood (equation 13) is non-gaussian and thus the
covariance matrix for the samples can not be straight-
forwardly included. We will discuss how to model the
covariance in Sec. III D.
B. SNe standardization, population and errors
We want to allow for a sufficiently general, non-
gaussian PSN e likelihood in (equation 13) that can ac-
commodate the distribution of intrinsic luminosities of
type Ia SNe. This distribution will be a function of the
normalized deviation between the prediction (equation
12) and the observation:
1 variability in luminosity after standarization (on top of
xi = (mob,i − mth (zi , µ) − m̄) . (14)
σi
Here m̄ controls the mean of the SNe intrinsic magnitude
(the observed magnitude mob,i and corrected dispersion
σi are discussed below).
Since one signature of the signal we are searching for
is the non-gaussian PDF we need to allow for the intrin-
sic scatter of SN luminosities to be non-gaussian as well.
Even if this exactly mimicked the signal at one redshift
this cannot be the case at all redshifts, hence the data can
distinguish between these two models due to their differ-
ent redshift dependencies. For the PDF there are a few
possible options. A popular one is to use gaussian mix-
ture model, but here we will instead use a non-gaussian
PDF of the form
    
k3 x 1 ply “clipping” data points whose residual over the pre-
PSN e (x) = N 1 + erf √ exp − |x|2−k4 .
2 2
(15)
Here the parameter k3 , k4 introduce a skewness and kur-
tosis, respectively, and N is a normalization constant.
Since the lensing PDF is non-gaussian (cf. Fig. 3), the
inclusion of extra parameters in the likelihood allows the
exploration of possible degeneracies between them. We
will show below that the data (in the absence of outliers
6
discussed separately) do not show much preference for
between the two, so there is no need to explore more
general PDFs given that even this parametrization leads
to overfitting of the PDF.
The observed SNe distance modulus corrects the bolo-
metric magnitude m∗B for stretch X1 and color C
mob,i = m?B,i − (MB − αX1,i + βCi ) , (16)
where α, β are nuisance parameters and MB is the a
constant offset. In the Union 2.1 compilation the data
provided has been already standardized, α, β, MB are
fixed. The JLA compilation includes an offset correc-
tion depending on the host mass galaxy as MB = MB1
if Mstellar < 1010 M and MB = MB1 + ∆M otherwise.
In the JLA case, the parameter vector θ~ also contains
∆M , α, β, which are sampled along with the other param-
eters. Note that m̄ is degenerate with both MB and H0 ,
~ fix MB , H0
as D̄ ∝ 1/H0 . Therefore we will vary m̄ in θ,
to their fiducial values and remove the mean posterior of
m̄, which is degenerate with both.
The standard deviation is corrected in quadrature for
intrinsic dispersion and gravitational lensing
σi2 = σob,i
2 2
+ k2 − σL (z) (17)
The observational error σob,i 2
is obtained from the di-
agonal of the covariance matrix, including systematics.
For the JLA sample we construct the covariance matrix
including the standardization parameters (equation 16)
and their covariances, as described in Ref. [43]. SNe data
includes an intrinsic magnitude dispersion to account for
the observational error). We correct the dispersion via
k2 , which is allowed to have a negative sign to cancel the
intrinsic scatter included in the error (and which may
be model dependent). Finally, we remove the lensing
2
contribution σL (z) to avoid double counting, as we are
including realistic LSS lensing in the likelihood (equation
13).
C. Outliers
A critical prediction of the PBH model on SNe lensing
is the existence of highly magnified events. If existing,
these events would be removed from the sample by the
outlier rejection and hence bias the result against the
PBH model. The simplest approach to outliers is sim-
diction is above some threshold, i.e. those points that
deviate beyond what is expected by lensing magnifica-
tion (cf. section 2.1 of [48]). Other prescriptions are
more sophisticated, including the fitting to two mixed
SNe populations, one consisting of “real” type Ia events,
and an outlier population with a large scatter [49].
In order to test the effect of outliers we consider the
supernovae rejected in compiling the Union 2.1 dataset,

46 ↑ sub-luminous
44
Distance modulus (mag)
42
40
38
36
34
7.5
5.0
∆m/σm
2.5
0.0
−2.5
−5.0
0.0 0.2 0.4
FIG. 5: Outliers in the Union 2.1 Sample. The outliers are
predominantly sub-luminous, except at high redshift (where
they would be too faint to be detectable). This is opposed
to what is expected in the PBH model, which predicts only
super-luminous outliers.
see Fig. 5, where a visual inspection shows that their
distribution is not compatible with the expectations of
the PBH model. The predictions in Fig. 3 show that the
PBH model predicts super-luminous events, without any
sub-luminous counterpart. In contrast, Union 2.1 out-
liers are predominantly sub-luminous, and have an asy-
metric distribution: sub-luminous SNe deviate as much
as ∆m/σm ∼ 8, while super-luminous SNe only depart
as much as ∆m/σm ∼ −4. We note that this is unlikely
due to observational systematics, since super-luminous
outliers would be much easier to detect.
D.
Correlations in the noise model arise due to the cor-
relations in the calibration errors, but are difficult to in-
clude in the non-gaussian likelihood (equation 13). We
will model correlations by adopting a rank one (plus di-
agonal) covariance matrix approximation. We model the
observed magnitude in equation (16) by adding to it a
redshift dependent term that has been extracted from
the rank one decomposition of the covariance matrix
mc = γ · e(z) ,
7
Here C̄ij is the simplified JLA covariance matrix (Table
F2 in Ref. [43]) but setting the diagonal and next-to-
diagonal elements to zero (C̄ii = C̄i,i±1 = 0) as they
represent the combined error at each redshift and the
correlations induced by the data compression. For the
sake of comparison we will also discuss the effect of us-
ing the diagonal-free (C̄i,i±1 6= 0) and the full covariance
↓ super-luminous matrix (C̄ii 6= 0). The sum is over J = (27, 28, 29), and
normalized by NJ = 3: this gives an average over the red-
shifts z = (0.679, 0.799, 0.940) on which the sensitivity to
the PBH fraction is strongest, while discarding the last
Union 2.1
Outliers
entries to avoid auto-correlations (accounted in the mea-
surement errors) and next-neighbor correlations (induced
±3σ by the specific procedure used to generate the matrix).
In the model of equation (18) γ is a free parameter to be
sampled with a Gaussian prior of width σγ = 1.
E. Selection bias
Another potential issue is the selection bias in PBH
0.6 0.8 1.0 1.2 1.4 models: high-redshift supernovae may be selectively
z brighter. This selection (or Malmquist) bias is usu-
ally corrected through a frequentist procedure where the
mean bias effect is simulated and corrected for, separately
for each of the surveys (e.g. SDSS, SNLS...). The over-
all effect can be difficult to visualize, since the color and
stretch parameters entering the standardization relation
(16) are correlated with the intrinsic magnitude, all of
which can play a role in selection bias effects. Despite
the large size of the selection bias effect on color at the
upper redshift range of any specific survey (figure 11 of
[43]), the overall bias correction is small (less than 0.04 in
µ, figure 5 of [43]). It is important to note that the differ-
ent surveys give consistent results with each other after
correction (figure 11 of [43]) despite the fact that they can
have a large color selection bias. This gives confidence
that the selection effects are properly corrected over the
range of models we are considering here. We note that
the changes in peak value of µ we are considering here are
up to 0.1, which is a smaller change than the differences
between the accelerating and non-accelerating universe
models, so as long as the bias correction is valid for the
standard cosmological models it should also be valid for
Correlated noise
our models.
IV. RESULTS: LIMITS ON PBH ABUNDANCE
We now describe the bounds on the PBH abundance
α = ΩΩPBH , summarized by Fig. 1. Our baseline standard
M
analysis refers to the case of point-like SNe. We then
discuss the effects of MPBH on α the effect outliers and
correlations.
We constrain the PBH fraction by sampling the total
likelihood (equation 13) over the parameters representing
1 X C̄ij
with e(zi ) = p . (18) cosmology (α, Ωm ), the SNe population (m̄, k2 , k3 , k4 ),
NJ Cjj and standardization (a, b, ∆M JLA sample only). We
j∈J
 8

JLA
Union 2.1
Union 2.1 (outliers)

2.4

1.6
100 k2

0.8

0.0

−0.8

1.6

0.8
k3

0.0

−0.8

0.50

0.25
k4

0.00

−0.25

0.8
α (PBH)

0.6

0.4

0.2

−0.16 −0.08 0.00 0.08 −0.8 0.0 0.8 1.6 2.4 −0.8 0.0 0.8 1.6 −0.25 0.00 0.25 0.50 0.2 0.4 0.6 0.8
m̄ 100 k2 k3 k4 α (PBH)

FIG. 6: Marginalized constraints on the model parameters for SNe compilations: JLA (blue) Union 2.1 (green) and Union 2.1
including outliers (red) (see Sec. III C). Only the PBH fraction α and SNe population parameters used in Eqs. 6 are shown.

impose a Gaussian prior Ωm = 0.309 ± 0.006 consistent
with CMB+BAO constraints within a flat ΛCDM model
[50]. The likelihood (equation 13) was sampled using the
emcee code [51] and the results analyzed with GetDist
[52]. Results will be presented for the JLA [43] and Union
[44] datasets, as described in Sec. III.
The bounds on the PBH fraction are α < 0.346 (JLA)
and α < 0.405 (Union) at 95% confidence, assuming that
SNe are point sources MPBH  0.01M . The allowed re-
gions are presented in Fig. 6 and summarized on Table I.
Both supernova samples produce consistent results, with
slight variations in the parameters characterizing the SNe
population: the Union sample is best fit by a non-zero
skewness k3 = 0.46+0.29
−0.27 , while the JLA sample exhibits
a significant degeneracy between k3 and the mean m̄.
None of the parameters is degenerate with the PBH frac-
tion α because 1) it produces redshift dependent effects
and 2) low redshift supernovae are very effective at fix-

Parameter JLA Union
m̄ 0.002+0.073
−0.078 −0.001 +0.035
−0.034
+0.52 +0.45
100∆σ 2 0.01−0.45 −0.23−0.38
k3 0.04+0.68
−0.65 0.46+0.29
−0.27
+0.20
k4 0.13−0.22 0.19+0.16
−0.17
a 0.126+0.012
−0.012 −
b 2.63+0.14
−0.15 − 0.4
∆M −0.047+0.022
−0.023 −
ΩM 0.310−0.011 0.309+0.011
+0.011
−0.012
α (PBH) < 0.346 < 0.405
TABLE I: 95% limits on the population, standarization
and cosmological parameters obtained for the base analysis
(MPBH  0.01M ), see Fig. 6. The degrading of the con-
straints seen in Fig. 1 affects only the PBH fraction α.
ing the population parameters. The constraints on Ωm
are entirely dominated by the external prior, and will be
therefore not shown. Our results for α are consistent with
the forecasted sensitivities estimated in Ref. [32] given
our supernova sample size.
The finite SNe size degrades the constraints if the
PBH mass is sufficiently low. We derive constraints
for monochromatic mass distributions MPBH /M =
100, 10, 1, 0.1, 0.01, 0.003 and 0.001 using the prescription
for the effective PBH fraction (equation 9). The results,
shown in Fig. 1, indicate that the constraints degrade
for MPBH . 0.01M but remain basically unaffected and
consistent for higher masses. This behavior is expected
from the dependence of the effective PBH fraction with
the MPBH , Fig. 4. Changing the PBH mass does not
affect the constraints on the remaining parameters.
Including the outliers in the Union sample changes the
constraints only slightly to α < 0.446 (95%). This is be-
cause the data are not compatible with the peak of the
lensing PDF being at the empty beam distance (equa-
tion 2), see Fig. 3. In addition, the majority of out-
liers are sub-luminous, with only a few super-luminous
cases, cf. Fig. 5. The main difference in the analysis
with outliers is the preference towards a non-zero kur-
tosis k4 = 0.52+0.11
−0.12 , different from zero at ≈ 5σ signif-
icance, see Fig. 6. The interplay between the outliers
and higher order SNe population parameters highlights
the importance of including a sufficiently detailed model,
e.g. equation (15).
The results are robust against the inclusion of corre-
lated noise, which weakens the constraints only slightly.
The correlation model based on the JLA simplified co-
variance matrix (equation 18) changes the 95% confi-
dence bounds to α < 0.363 when both the diagonal and
elements next to the diagonal are removed and α < 0.372
when only the the diagonal is removed, see Fig. 7. Using
the full correlation matrix (including the diagonal, which
artificially increases the errors) degrades the bounds to
only α < 0.400. None of these different prescriptions are
sufficient to significantly weaken the constraints on the
9
Non-diagonal
0.8
Non-diagonal +1
0.6
α (PBH)
0.2
0.0
−3.0 −1.5 0.0 1.5 3.0
γ (SNe correlation)
FIG. 7: Effects of correlated noise on the PBH constraints fol-
lowing the model in Sec. III D (equation 18). Using the cor-
relation matrix without the diagonal terms (orange) weakens
the constraints more than the case without the diagonal and
next-to-diagonal (dark cyan). The horizontal blue lines mark
the 1,2 and 3 σ constraints in the standard analysis (γ = 0).
fraction of primordial black holes.
V. CONCLUSIONS
We have presented constraints on the primordial black
hole fraction via the lack of gravitational lensing signa-
tures on type Ia supernovae observations. Our analy-
sis includes the full lensing probability distribution for
PBHs, the effect from LSS, the dependence on the PBH
mass and a non-gaussian model for supernovae luminosi-
ties. The JLA and Union 2.1 datasets lead to consistent
results in the PBH fraction, both by the lack of demag-
nification, as well as the absence of highly magnified, su-
perluminous SNe outliers.
Our results provide stringent bounds on the PBH
abundance, α < 0.346 (JLA) and α < 0.405 (Union) at
95% c.l., rejecting the hypothesis of DM entirely formed
by PBH at the level of 5.01σ (JLA) and 4.28σ (Union).
The results are robust when considering data outliers:
we find their inclusion results in a better fit by a non-
gaussian SNe distribution, but our constraints on the
PBH abundance do not change. Including correlated
noise in the SNe measurements weakens the constraints
only slightly.
The analysis applies to PBH masses MPBH & 10−2 M ,
including the mass range of black holes detected by
LIGO, which was weakly constrained until recently. This
closes a viability window for PBH-DM models and rules
out the possibility of a connection between LIGO ob-
servations and macroscopic dark matter. The SNe con-
straints are complementary to other tests (see Fig. 1:
they overlap with the microlensing bounds on the low
mass end, which are more constraining for MPBH .

2.5M , while for MPBH & 60, other probes (CMB
anisotropies, stability of stellar compact systems) be-
come more stringent. Since SNe lensing constraints are
independent of the mass spectrum and spatial distribu-
tion they offer a bound on the total PBH fraction above
0.01M . SNe also probe random directions and reach
into cosmological distances, and are not limited to spe-
cific and nearby systems. Hence, our results may be ex-
tended to models of clustered PBH that avoid constraints
from stellar micro-lensing [53], as long as the PBH clus-
ters can be considered point-like lenses (cf. Sec II). As
they probe the late universe, SNe also rule out scenarios
where initially light PBHs merge into more massive ones,
potentially weakening CMB constraints.
The best strategy for future analyses is considering the
PBH lensing model when building the SNe catalog, thus
fitting the PBH fraction along with all other parameters.
In doing so, issues such as outlier rejection, covariances,
selection bias and other potential systematics would be
addressed consistently at all stages. The best way to ap-
proach this is through hierarchical Bayesian modeling:
in this paper we have performed convolution integrals to
analytically marginalize over latent variables, but future
analyses could instead perform numerical MC sampling
marginalization. Beyond testing the PBH model, such
a comprehensive analysis would address the degeneracies
that exist between the PBH fraction and other cosmolog-
ical parameters [19, 54]. Larger and more consistent SNe
catalogues (e.g. [55, 56]) will significantly increase the
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