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# SIMULATIONS AND

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

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

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1e!03
500 1000

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1e!04

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200

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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)

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Latin square: one point per

parameter 2
!
row and column

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!
Orthogonal array: each
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!
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Optimize with distance
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criterion
parameter 1
Example design
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128 points in 6
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dimensions
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Each 1-D projection

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●● ●● ●● ● ● ● ● ● ● ●

0.0
● ● ● ●● ● ●● ● ● ● ●
● ●● ● ● ● ● ●● ● ● ●● ● ● ● ●● ●●
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● ● ●●● ● ● ● ●● ● ● ● ●● ● ● ● ●
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●● ● ●●● ● ● ● ●● ●● ● ● ●● ●
0.8

● ● ● ●● ● ● ●● ● ●● ●
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● ●● ●● ● ● ●● ●● ●●● ●● ● ● ● ● ● ●● ● ● ● ●●
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● ●●
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●● ●● ● ● ● ●●●
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●●● param 6
0.4

● ●● ●● ● ●●● ●● ● ● ●● ● ● ●●● ● ● ● ● ● ●
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● ● ● ● ●●

●● ● ● ●● ● ● ●● ● ●●● ● ●● ●●● ● ●
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● ● ●
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●●● ● ●●● ● ● ● ●● ●● ● ● ● ●● ●●●

0.0

●●● ● ●
● ●● ● ● ● ● ● ● ● ●
● ● ●● ●● ● ● ● ● ●● ●●

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
!
!
!
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20000
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!
!
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!

0.85
!
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!
!
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!
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!
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sigma_8

0.80
!

5000
!
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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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200
1.05

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100
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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:

!
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