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Durham University Astronomy Seminar on October 22, 2008.

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COSMOLOGICAL

INFERENCE

Michael D. Schneider

Durham

**In collaboration with Lloyd Knox (UC Davis), Salman Habib, Katrin
**

Heitmann, David Higdon (Los Alamos National Laboratory), Charles

Nakhleh (Sandia National Laboratories)

October 22, 2008

Overview

Question: How do we estimate cosmological parameters

when theoretical models are only known via forward

simulation?

Answer: Use statistical model to interpolate outputs of

select simulation runs.

1. Simulation design

2. Emulator

Simultaneously learn the error distribution for the data.

Applicable to CMB, galaxy, and weak lensing surveys (or

really anywhere that uses simulations for parameter inference).

arXiv:0806.1487

Technical motivation:

simulations are costly!

Most astrophysical systems can only be modeled with

numerical simulations

Even when the physics is easily understood, accurate

noise modeling can require large simulations (e.g. the

CMB)

Constraining dark energy via BAO and cosmic shear

provides formidable computational challenges in

predicting both the model and the error distributions

Parameter estimation

requires many simulations

Use Monte Carlo algorithms to integrate the joint

probability distribution of the data and model:

P(model | data) = P(model, data) / P(data)

Requires many calculations of the model at diﬀerent

parameter settings (~10,000 evaluations for ~5

parameters)

This is computationally prohibitive for many

applications

Likelihood model

Multivariate Gaussian model for the Likelihood:

**x≡d θ ≡ model parameters
**

T

−2 log (P (x|θ)) = (x − x̄(θ)) C −1 (θ) (x − x̄(θ)) + log(det(C(θ)))

**For galaxy surveys or CMB, “data” = power spectrum
**

model dependence of covariance usually neglected

Framework identical for N-point correlations

**Gaussian distribution can be extended using mixture models
**

EXAMPLE:

NONLINEAR MATTER

POWER SPECTRUM

Non-Gaussian errors in the cosmic

shear power spectrum

Fisher matrix constraints from

Halo Model calculation of

power spectrum covariance

(Cooray & Hu (2000)) Full sky weak lensing survey

(limiting mag in R~25)

**non-Gaussian eﬀects can
**

dominate at scales < 10

arcmin. (even when apparently

shape noise dominated)

(Semboloni et al. (2006))

Clusters + weak lensing

Takada & Bridle (2007)

**Consider cross-covariance
**

between cluster number

counts and cosmic shear

power spectrum

Power spectrum covariance

from N-body simulations

32 realizations of N-body cube 450 Mpc/h on a side

Chop into 64 sub-cubes

Window has large impact on covariance

Not explained by simple convolution with the power spectrum

**Mean power spectra Normalized variance Correlation coefficients
**

20000

1.0

1e!01

**450 Mpc/h periodic box Gaussian
**

112.5 Mpc/h windowed box 450 Mpc/h periodic box

112.5 Mpc/h windowed box

0.8

5000

1e!02

0.6

1e!03

500 1000

0.4

1e!04

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200

0.0

1e!05

100

450 Mpc/h periodic box

!0.2

112.5 Mpc/h windowed box

0.02 0.05 0.10 0.20 0.50 1.00 2.00 0.02 0.05 0.10 0.20 0.50 1.00 2.00 0.05 0.10 0.20 0.50 1.00 2.00

**k [h/Mpc] k [h/Mpc] k [h/Mpc]
**

Parameter dependence of the

power spectrum covariance

Normalized variance Correlation coeﬃcients

Gaussian (Halo model)

HM !8 = 0.6

HM !8 = 1

Normalized variance of power spectrum

PT !8 = 0.6

5e!02

PT !8 = 1

sim. !8 = 0.6

sim. !8 = 1

5e!03

5e!04

1e!04

0.05 0.10 0.20 0.50 1.00 2.00

k [h/Mpc]

Parameterization of the power

spectrum error distribution

Multivariate Normal distribution:

P (k) ∼ N (!

µ(θ), Σ(θ))

Consider “shell-averaged” estimates of power spectrum bands

**Central limit theorem guarantees a Gaussian distribution for
**

band powers except for a few k-bins on the largest scales of the

survey

**Correlations in power spectrum captured in this model
**

SIMULATION DESIGN

Choosing which

simulations to run

Simulation design (OALH)

Orthogonal Array Latin Hypercube

1.0

Specify hypercube parameter !

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bounds (rescaled to unit interval)

0.6

Latin square: one point per

parameter 2

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row and column

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!

Orthogonal array: each

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quadrant has a sample

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**Optimize with distance
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criterion

parameter 1

Example design

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0.4

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0.0

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0.0 0.4 0.8 0.0 0.4 0.8 0.0 0.4 0.8

Intelligent design

0.7096 0.7102 0.264 0.270 0.276 !0.05 0.10

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0.980 0.995 0.70 0.80 0.90 0.0436 0.0442

**(using CMB Fisher matrix)
**

GAUSSIAN PROCESS

MODELS FOR

INTERPOLATION

How to do interpolation in

high dimensions

We need to interpolate multivariate simulation output as a

function of large (~ 10) numbers of parameters

Power spectrum mean and covariance components modeled

as Gaussian processes (GPs) (following Habib et. al 2007)

Interpolation error propagated within Bayesian framework

**GP determined by correlation parameters for the
**

interpolated surface

**GPs scale well for interpolation in high dimensions
**

Gaussian process models for spatial phenomena

2

1

z(s)

0

!1

!2

0 1 2 3 4 5 6 7

s

**An example of z(s) of a Gaussian process model on s1, . . . , sn
**

z(s1) 0

32

z= .

.

. ∼ N . ,

Σ

, with Σij = exp{−||si − sj ||2},

z(sn) 0

where ||si − sj || denotes the distance between locations si and sj .

− n2 − 12 1 T −1

z has density π(z) = (2π) |Σ| exp{− 2 z Σ z}.

**Higdon, Williams, Gattiker (LANL)
**

− n − 1

Realizations from π(z) = (2π) 2 |Σ| 2 exp{− 21 z T Σ−1z}

2

1

z(s)

0

!1

!2

20 1 2 3 4 5 6 7

1

z(s)

0

33

!1

!2

20 1 2 3 4 5 6 7

1

z(s)

0

!1

!2

0 1 2 3 4 5 6 7

s

**model for z(s) can be extended to continuous s Higdon, Williams, Gattiker (LANL)
**

Conditioning on some observations of z(s)

2

1

z(s)

0

!1

!2

0 1 2 3 4 5 6 7

**We observe z(s2) and z(s5) – what do we now know about
**

{z(s1), z(s3), z(s4), z(s6), z(s7), z(s8)}?

38

z(s )

2 0

z(s )

5 0 '

z(s1 )

0

1 .0001 '

'

'

'

.3679 ··· 0

'

.0001 1 0 · · · .0001

0

'

z(s ) '

3

.3679

z(s )

∼ N

0

,

0 '

'

' 1 ··· 0

4

. . . . . .

'

'

'

.. ... ..

0

'

z(s ) '

6 '

0

0 .0001 ' 0 ··· 1

z(s7 )

z(s8 ) 0

**Higdon, Williams, Gattiker (LANL)
**

Conditioning on some observations of z(s)

z1 0 Σ11 Σ12 −1 −1

∼ N , , z2 |z1 ∼ N (Σ21 Σ z , Σ − Σ21 11 Σ12)

Σ

11 1 22

z2 0 Σ21 Σ22

conditional mean

2

1

z(s)

0

!1

!2

0 1 2 3 4 5 6 7

39

contitional realizations

2

1

z(s)

0

!1

!2

0 1 2 3 4 5 6 7

s

**Higdon, Williams, Gattiker (LANL)
**

A 2-d example, conditioning on the edge

Σij = exp{−(||si − sj ||/5)2}

a realization mean conditional on Y=1 points

-2 -1 0 1 2 3 4

-2 -1 0 1 2 3 4

Z

Z

20 20

15 15

20 20

10 15 10 15

Y Y 10

5 10 5

5 X 5 X

42

**realization conditional on Y=1 points realization conditional on Y=1 points
**

-2 -1 0 1 2 3 4

-2 -1 0 1 2 3 4

Z

Z

20

20

15

20 15

10 20

15 10

Y 15

10 Y

5

X 5 10

5 X

5

**Higdon, Williams, Gattiker (LANL)
**

Limitations of Gaussian Processes

z(s)

s

mode amp

mode amp

.

.

ha

ha

alp

alp

A A

EMULATOR

Power spectrum emulator

Multivariate power spectrum output decomposed into

incomplete orthogonal basis (achieves dimension reduction):

µ(k, θ) = Φµ (k) w(θ) + "µ !µ ∼ N (0, λ−1

! )

Model basis weights as independent Gaussian Processes

w(θ) ∼ GP (0, Σw (θ; λw , ρw ))

**Do MCMC to calibrate GP parameters given the design runs
**

" %

! −1 !−1/2 1 T # −1 $−1

P (wdesign |λ! , λw , ρw ) ∝ !λ! + Σw ! exp − wdesign λ! + Σw wdesign

2

Example: 2-parameter matter power spectrum emulator

0.90 0.95 1.00 1.05 1.10

0.90

!

!

!

! ! !

20000

! !

!

!

! !

!

0.85

!

! !

! !

!

!

! !

!

! !

!

! !

sigma_8

0.80

!

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!

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!

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0.75

2000

! !

!

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!

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!

0.70

!

P(k)

!

1.10

500

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!

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!

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200

1.05

! !

!

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100

!

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ns

!

1.00

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!

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!

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!

!

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! !

! !

!

! ! !

!

0.90

!

!

0.001 0.005 0.050 0.500

0.70 0.75 0.80 0.85 0.90

k

0.5

0.0

!0.5

!1.0

!

!1.5

!2.0

!2.5

0.001 0.005 0.050 0.500

k

Covariance matrix

parameterization

Generalized Cholesky decomposition (Pouramahdi et. al 2007)

Σ−1

y (θ) = TT

(θ) D −1

(θ) T(θ)

Components of T are unconstrained:

ϕij ≡ −Tij 2 ≤ i ≤ ny , j = 1, . . . , i − 1

Impose prior structure on covariance with a ( θ independent) conjugate Gaussian

prior on ϕ (allows “shrinking” to constant T)

ϕ ∼ N (ϕ̄, Cϕ )

Prior mean can be set from sample covariance of design runs

Model ϕ as GP just like mean and “variance”

ny (ny − 1)

ϕi (θ) ∼ GP (i , Σϕ (θ; λϕ,i ,ϕ,i )) i = 1, . . . ,

2

Estimate covariance at each design point simultaneously - fewer realizations needed

Simplified emulator

Simulation outputs reduced to mean and covariance estimates at

∗ ∗

each design point, µ̃ , D̃

Approximation: neglect error in sample mean and covariance

Model “variance” as a GP just like the mean

**Sampling model for the data:
**

y|w(θ), v(θ) ∼ N (Φµ w(θ), Σy (ΦD v(θ)))

**The joint likelihood for parameter estimation breaks into:
**

!

L(y, µ̃∗ , D̃∗ |θ0 , λ! , λ, ρ) = dpD v L(ŵy , ŵ|v, θ0 , λ!µ , λw , ρw ) · π(v, v̂|θ0 , λv , ρv )

Validation: toy power-law model

P (k) = A k −α

9

Black: N-body

var(P (k)) ∝ P (k) 2

Red: model

8

Blue: mock data

7

!

Covariance is diagonal

log(P(k))

!

! !

! !

6

Assume the same number !

!

!

**of modes are used to 5
**

!

! !

! !!

**estimate P(k) in each band !
**

! !! !! !

! !

!

4

! !

!!!

!

This gives more !

3

noticeable diﬀerences

in posteriors for later !3 !2 !1 0 1

**validation tests log(k)
**

0.0 0.2 0.4 0.6 0.8 1.0

amplitude slope

PC1 ! !

PC2 ! !

PC3 ! !

PC4 ! !

PC5 ! !

0.0 0.2 0.4 0.6 0.8 1.0

!

Emulator correlations

Marginal posterior samples given design runs

0.2 0.4 0.6 0.8

30 pt. design 30 pt. design

amplitude slope

5

4

3

2

1

Parameter

0

7 pt. design 7 pt. design

amplitude slope

5

posteriors

4

3

Density

2

**Marginal distributions for
**

1

0

the 2 “cosmological 5

30 pt. design: sample cov.

amplitude

30 pt. design: sample cov.

slope

parameters” 4

3

2

1

0

0.2 0.4 0.6 0.8

**Scaled model parameters
**

!5 0 5

PC weight 1 PC weight 2

0.3

Density

0.2

0.1

0.0

!5 0 5

PC weights of variance

Variance parameters

Marginal posterior distributions of PC weights for the

power spectrum variance

Summary

Our method uses limited numbers of simulations to calibrate a

model for the power spectrum sample variance distribution.

**Obtaining precise estimates of the power spectrum
**

covariance is a challenge - full formulation may make this

feasible

**Our framework can be readily applied to general parameter
**

inference problems using simulations

Plan to release an R package implementing these methods

**Next: demonstrate covariance matrix emulator using N-body
**

simulations of the matter power spectrum

Gaussian process model formulation

for the mean power spectrum

Principal component weights of mean are modeled as independent Gaussian processes:

pµ

!

µ(!k, θ) = φµ,i (!k) wi (θ) + !$µ wi (θ) ∼ GP(0, Σw (θ; λw , ρw ))

i=1

Design outputs also have Gaussian sampling model (from error term)

µ |w , λ!µ ∼ N (Φµ w

∗ ∗ ∗ −1

, λ!µ I), λ!µ ∼ Γ(aµ , bµ )

After marginalization over GP realizations:

ΦTµ µ∗ ∼ complicated Normal distribution, λ!µ ∼ modified Gamma prior

**Emulator outputs at new designs points can be drawn from:
**

(w , w(θ)) ∼ N (0, Σw,w(θ) (λw , ρw ))

∗

draws from posterior

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