Partition function approach to non-Gaussian likelihoods: formalism and expansions for weakly non-Gaussian cosmological inference
نویسندگان
چکیده
Non-Gaussian likelihoods, ubiquitous throughout cosmology, are a direct consequence of nonlinearities in the physical model. Their treatment requires Monte-Carlo Markov-chain or more advanced sampling methods for determination confidence contours. As an alternative, we construct canonical partition functions as Laplace-transforms Bayesian evidence, from which MCMC-methods would sample microstates. Cumulants order $n$ posterior distribution follow by $n$-fold differentiation logarithmic function, recovering classic Fisher-matrix formalism at second order. We connect this approach weakly non-Gaussianities to DALI- and Gram-Charlier expansions demonstrate validity with supernova-likelihood on cosmological parameters $\Omega_m$ $w$. comment extensions function include kinetic energies bridge Hamilton sampling, ensemble methods, they result transitioning macrocanonical depending chemical potential. Lastly relationship Cram\'er-Rao boundary information entropies.
منابع مشابه
Fast Kronecker Inference in Gaussian Processes with non-Gaussian Likelihoods
Gaussian processes (GPs) are a flexible class of methods with state of the art performance on spatial statistics applications. However, GPs require O(n) computations and O(n) storage, and popular GP kernels are typically limited to smoothing and interpolation. To address these difficulties, Kronecker methods have been used to exploit structure in the GP covariance matrix for scalability, while ...
متن کاملnon-corrective approach to pronunciation
the aim of this study has been to find answers for the following questions: 1. what is the effect of immediate correction on students pronunciation errors? 2. what would be the effect of teaching the more rgular patterns of english pronunciation? 3. is there any significant difference between the two methods of dealing with pronuciation errore, i. e., correction and the teaching of the regular ...
15 صفحه اولMarginal likelihoods for non-Gaussian models using auxiliary mixture sampling
Several new estimators of the marginal likelihood for complex non-Gaussian models are developed. These estimators make use of the output of auxiliary mixture sampling for count data and for binary and multinomial data. One of these estimators is based on combiningChib’s estimatorwith data augmentation as in auxiliarymixture sampling,while the other estimators are importance sampling and bridge ...
متن کاملNon-Gaussian Likelihood Function
We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the determination of a non-Gaussian signature is relevant, e.g. in the analysis of large scale structure and cosmic microwave background. A first important result is tha...
متن کاملScalable Inference for Gaussian Process Models with Black-Box Likelihoods
We propose a sparse method for scalable automated variational inference (AVI) in a large class of models with Gaussian process (GP) priors, multiple latent functions, multiple outputs and non-linear likelihoods. Our approach maintains the statistical efficiency property of the original AVI method, requiring only expectations over univariate Gaussian distributions to approximate the posterior wi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Monthly Notices of the Royal Astronomical Society
سال: 2023
ISSN: ['0035-8711', '1365-8711', '1365-2966']
DOI: https://doi.org/10.1093/mnras/stad1471