PREPRINT
10ECB544-ECAC-4ED9-AB55-D1E1BB370684

Reconstructing the Universe with Variational self-Boosted Sampling

Chirag Modi, Yin Li, David Blei
arXiv:2206.15433

Submitted on 28 June 2022

Abstract

Forward modeling approaches in cosmology have made it possible to reconstruct the initial conditions at the beginning of the Universe from the observed survey data. However the high dimensionality of the parameter space still poses a challenge to explore the full posterior, with traditional algorithms such as Hamiltonian Monte Carlo (HMC) being computationally inefficient due to generating correlated samples and the performance of variational inference being highly dependent on the choice of divergence (loss) function. Here we develop a hybrid scheme, called variational self-boosted sampling (VBS) to mitigate the drawbacks of both these algorithms by learning a variational approximation for the proposal distribution of Monte Carlo sampling and combine it with HMC. The variational distribution is parameterized as a normalizing flow and learnt with samples generated on the fly, while proposals drawn from it reduce auto-correlation length in MCMC chains. Our normalizing flow uses Fourier space convolutions and element-wise operations to scale to high dimensions. We show that after a short initial warm-up and training phase, VBS generates better quality of samples than simple VI approaches and reduces the correlation length in the sampling phase by a factor of 10-50 over using only HMC to explore the posterior of initial conditions in 643 and 1283 dimensional problems, with larger gains for high signal-to-noise data observations.

Preprint

Comment: A shorter version of this paper is accepted for spotlight presentation in Machine Learning for Astrophysics Workshop at ICML, 2022

Subjects: Astrophysics - Instrumentation and Methods for Astrophysics; Astrophysics - Cosmology and Nongalactic Astrophysics; Statistics - Machine Learning

URL: https://arxiv.org/abs/2206.15433