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Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…

Astrophysics · Physics 2007-05-23 Anze Slosar , Michael Hobson

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

We study the benefits and limits of parallelised Markov chain Monte Carlo (MCMC) sampling in cosmology. MCMC methods are widely used for the estimation of cosmological parameters from a given set of observations and are typically based on…

Cosmology and Nongalactic Astrophysics · Physics 2013-10-03 Joël Akeret , Sebastian Seehars , Adam Amara , Alexandre Refregier , André Csillaghy

We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time…

Cosmology and Nongalactic Astrophysics · Physics 2009-09-02 Darren Wraith , Martin Kilbinger , Karim Benabed , Olivier Cappé , Jean-François Cardoso , Gersende Fort , Simon Prunet , Christian P. Robert

Obtaining the set of cosmological parameters consistent with observational data is an important exercise in current cosmological research. It involves finding the global maximum of the likelihood function in the multi-dimensional parameter…

Cosmology and Nongalactic Astrophysics · Physics 2012-07-03 Jayanti Prasad , Tarun Souradeep

We present a fast Markov Chain Monte-Carlo exploration of cosmological parameter space. We perform a joint analysis of results from recent CMB experiments and provide parameter constraints, including sigma_8, from the CMB independent of…

Astrophysics · Physics 2008-11-26 Antony Lewis , Sarah Bridle

Constraining theoretical models with measuring the parameters of those from cosmic microwave background (CMB) anisotropy data is one of the most active areas in cosmology. WMAP, Planck and other recent experiments have shown that the six…

Cosmology and Nongalactic Astrophysics · Physics 2014-12-11 Jayanti Prasad

Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…

We study the possibility to extract model independent information about the dynamics of the universe by using Cosmography. We intend to explore it systematically, to learn about its limitations and its real possibilities. Here we are…

Cosmology and Nongalactic Astrophysics · Physics 2015-03-19 Salvatore Capozziello , Ruth Lazkoz , Vincenzo Salzano

Easy Parameter Inference in Cosmology (EPIC) is another Markov Chain Monte Carlo (MCMC) sampler for Cosmology. It is implemented in Python and provides Bayesian parameter inference and model comparison based on the Bayesian evidence. The…

Instrumentation and Methods for Astrophysics · Physics 2018-09-19 Rafael J. F. Marcondes

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

Computation · Statistics 2010-05-11 Paul Fearnhead , Benjamin M. Taylor

We present a novel method to significantly speed up cosmological parameter sampling. The method relies on constructing an interpolation of the CMB-log-likelihood based on sparse grids, which is used as a shortcut for the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 Mona Frommert , Dirk Pflueger , Thomas Riller , Martin Reinecke , Hans-Joachim Bungartz , Torsten Ensslin

We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 Adam Bouland , Richard Easther , Katherine Rosenfeld

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…

Methodology · Statistics 2022-10-03 Robert Millar , Jinglai Li , Hui Li

We present a comprehensive comparison of different Markov Chain Monte Carlo (MCMC) sampling methods, evaluating their performance on both standard test problems and cosmological parameter estimation. Our analysis includes traditional…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-28 Denitsa Staicova

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

In this work, we present a new method to estimate cosmological parameters accurately based on the artificial neural network (ANN), and a code called ECoPANN (Estimating Cosmological Parameters with ANN) is developed to achieve parameter…

Cosmology and Nongalactic Astrophysics · Physics 2022-04-29 Guo-Jian Wang , Si-Yao Li , Jun-Qing Xia

We introduce a Markov Chain Monte Carlo simulation and data analysis package that extends the CMBEASY software. We have taken special care in implementing an adaptive step algorithm for the Markov Chain Monte Carlo in order to improve…

Astrophysics · Physics 2007-05-23 Michael Doran , Christian M. Mueller
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