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Register a new userMassive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology
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Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data-space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper we use massive asymptotically-optimal data compression to reduce the dimensionality of the data-space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (textsc{delfi}), which learns a parameterized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate Density Estimation Likelihood-Free Inference with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as $sim 10^4$ simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological datasets.
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In this paper we show how nuisance parameter marginalized posteriors can be inferred directly from simulations in a likelihood-free setting, without having to jointly infer the higher-dimensional interesting and nuisance parameter posterior first and marginalize a posteriori. The result is that for an inference task with a given number of interesting parameters, the number of simulations required to perform likelihood-free inference can be kept (roughly) the same irrespective of the number of additional nuisances to be marginalized over. To achieve this we introduce two extensions to the standard likelihood-free inference set-up. Firstly we show how nuisance parameters can be re-cast as latent variables and hence automatically marginalized over in the likelihood-free framework. Secondly, we derive an asymptotically optimal compression from $N$ data down to $n$ summaries -- one per interesting parameter -- such that the Fisher information is (asymptotically) preserved, but the summaries are insensitive (to leading order) to the nuisance parameters. This means that the nuisance marginalized inference task involves learning $n$ interesting parameters from $n$ nuisance hardened data summaries, regardless of the presence or number of additional nuisance parameters to be marginalized over. We validate our approach on two examples from cosmology: supernovae and weak lensing data analyses with nuisance parameterized systematics. For the supernova problem, high-fidelity posterior inference of $Omega_m$ and $w_0$ (marginalized over systematics) can be obtained from just a few hundred data simulations. For the weak lensing problem, six cosmological parameters can be inferred from $mathcal{O}(10^3)$ simulations, irrespective of whether ten additional nuisance parameters are included in the problem or not.
Likelihood-free inference provides a framework for performing rigorous Bayesian inference using only forward simulations, properly accounting for all physical and observational effects that can be successfully included in the simulations. The key challenge for likelihood-free applications in cosmology, where simulation is typically expensive, is developing methods that can achieve high-fidelity posterior inference with as few simulations as possible. Density-estimation likelihood-free inference (DELFI) methods turn inference into a density estimation task on a set of simulated data-parameter pairs, and give orders of magnitude improvements over traditional Approximate Bayesian Computation approaches to likelihood-free inference. In this paper we use neural density estimators (NDEs) to learn the likelihood function from a set of simulated datasets, with active learning to adaptively acquire simulations in the most relevant regions of parameter space on-the-fly. We demonstrate the approach on a number of cosmological case studies, showing that for typical problems high-fidelity posterior inference can be achieved with just $mathcal{O}(10^3)$ simulations or fewer. In addition to enabling efficient simulation-based inference, for simple problems where the form of the likelihood is known, DELFI offers a fast alternative to MCMC sampling, giving orders of magnitude speed-up in some cases. Finally, we introduce textsc{pydelfi} -- a flexible public implementation of DELFI with NDEs and active learning -- available at url{https://github.com/justinalsing/pydelfi}.
We present a comparison of simulation-based inference to full, field-based analytical inference in cosmological data analysis. To do so, we explore parameter inference for two cases where the information content is calculable analytically: Gaussian random fields whose covariance depends on parameters through the power spectrum; and correlated lognormal fields with cosmological power spectra. We compare two inference techniques: i) explicit field-level inference using the known likelihood and ii) implicit likelihood inference with maximally informative summary statistics compressed via Information Maximising Neural Networks (IMNNs). We find that a) summaries obtained from convolutional neural network compression do not lose information and therefore saturate the known field information content, both for the Gaussian covariance and the lognormal cases, b) simulation-based inference using these maximally informative nonlinear summaries recovers nearly losslessly the exact posteriors of field-level inference, bypassing the need to evaluate expensive likelihoods or invert covariance matrices, and c) even for this simple example, implicit, simulation-based likelihood incurs a much smaller computational cost than inference with an explicit likelihood. This work uses a new IMNNs implementation in $texttt{Jax}$ that can take advantage of fully-differentiable simulation and inference pipeline. We also demonstrate that a single retraining of the IMNN summaries effectively achieves the theoretically maximal information, enhancing the robustness to the choice of fiducial model where the IMNN is trained.
In many cosmological inference problems, the likelihood (the probability of the observed data as a function of the unknown parameters) is unknown or intractable. This necessitates approximations and assumptions, which can lead to incorrect inference of cosmological parameters, including the nature of dark matter and dark energy, or create artificial model tensions. Likelihood-free inference covers a novel family of methods to rigorously estimate posterior distributions of parameters using forward modelling of mock data. We present likelihood-free cosmological parameter inference using weak lensing maps from the Dark Energy Survey (DES) SV data, using neural data compression of weak lensing map summary statistics. We explore combinations of the power spectra, peak counts, and neural compressed summaries of the lensing mass map using deep convolution neural networks. We demonstrate methods to validate the inference process, for both the data modelling and the probability density estimation steps. Likelihood-free inference provides a robust and scalable alternative for rigorous large-scale cosmological inference with galaxy survey data (for DES, Euclid and LSST). We have made our simulated lensing maps publicly available.
It is well known in astronomy that propagating non-Gaussian prediction uncertainty in photometric redshift estimates is key to reducing bias in downstream cosmological analyses. Similarly, likelihood-free inference approaches, which are beginning to emerge as a tool for cosmological analysis, require a characterization of the full uncertainty landscape of the parameters of interest given observed data. However, most machine learning (ML) or training-based methods with open-source software target point prediction or classification, and hence fall short in quantifying uncertainty in complex regression and parameter inference settings. As an alternative to methods that focus on predicting the response (or parameters) $mathbf{y}$ from features $mathbf{x}$, we provide nonparametric conditional density estimation (CDE) tools for approximating and validating the entire probability density function (PDF) $mathrm{p}(mathbf{y}|mathbf{x})$ of $mathbf{y}$ given (i.e., conditional on) $mathbf{x}$. As there is no one-size-fits-all CDE method, the goal of this work is to provide a comprehensive range of statistical tools and open-source software for nonparametric CDE and method assessment which can accommodate different types of settings and be easily fit to the problem at hand. Specifically, we introduce four CDE software packages in $texttt{Python}$ and $texttt{R}$ based on ML prediction methods adapted and optimized for CDE: $texttt{NNKCDE}$, $texttt{RFCDE}$, $texttt{FlexCode}$, and $texttt{DeepCDE}$. Furthermore, we present the $texttt{cdetools}$ package, which includes functions for computing a CDE loss function for tuning and assessing the quality of individual PDFs, along with diagnostic functions. We provide sample code in $texttt{Python}$ and $texttt{R}$ as well as examples of applications to photometric redshift estimation and likelihood-free cosmological inference via CDE.
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