论文标题

用各种自我促进抽样重建宇宙

Reconstructing the Universe with Variational self-Boosted Sampling

论文作者

Modi, Chirag, Li, Yin, Blei, David

论文摘要

从观察到的调查数据中,宇宙学的正向建模方法使得可以在宇宙开头重建初始条件。但是,参数空间的高维度仍然构成探索全部后部的挑战,因为传统算法(例如汉密尔顿蒙特卡洛(HMC))由于产生相关样品而在计算上效率低下,并且由于产生的变异推断非常依赖于差异(损失)功能的选择。在这里,我们开发了一种混合方案,称为变分自动采样(VBS),以通过学习蒙特卡洛采样的建议分布的变异近似来减轻这两种算法的缺点,并将其与HMC结合。变异分布被参数为归一化流程,并通过即时产生的样品学习,而从中提取的建议则减少了MCMC链中的自动相关长度。我们的归一化流量使用傅立叶空间卷积和元素的操作来扩展到高维度。我们表明,经过短暂的初始热身和训练阶段,VBS比简单的VI方法产生的样品质量更好,并将采样阶段的相关长度降低了10-50倍,仅使用HMC探索64美元$^3 $^$^$^3 $和128美元$^3 $^3 $问题的初始条件的后端,并具有更大的信号尺寸,以增加信号对数字的数据观察。

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 64$^3$ and 128$^3$ dimensional problems, with larger gains for high signal-to-noise data observations.

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