اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدA Markov Chain Monte Carlo Algorithm for analysis of low signal-to-noise CMB data
181
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise inefficiency problem of the direct Gibbs sampler. The new algorithm is a simple Metropolis-Hastings sampler with a general proposal rule for the power spectrum, C_l, followed by a particular deterministic rescaling operation of the sky signal. The acceptance probability for this joint move depends on the sky map only through the difference of chi-squared between the original and proposed sky sample, which is close to unity in the low signal-to-noise regime. The algorithm is completed by alternating this move with a standard Gibbs move. Together, these two proposals constitute a computationally efficient algorithm for mapping out the full joint CMB posterior, both in the high and low signal-to-noise regimes.
قيم البحث
اقرأ أيضاً
Selection among alternative theoretical models given an observed data set is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian m
odel selection, but it suffers from a fundamental difficulty: it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the MCMC algorithm and convergence is correspondingly slow. Here we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose inter-model jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient global proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher-dimensional spaces efficiently.
Markov chain Monte Carlo (MCMC) produces a correlated sample for estimating expectations with respect to a target distribution. A fundamental question is when should sampling stop so that we have good estimates of the desired quantities? The key to a
nswering this question lies in assessing the Monte Carlo error through a multivariate Markov chain central limit theorem (CLT). The multivariate nature of this Monte Carlo error largely has been ignored in the MCMC literature. We present a multivariate framework for terminating simulation in MCMC. We define a multivariate effective sample size, estimating which requires strongly consistent estimators of the covariance matrix in the Markov chain CLT; a property we show for the multivariate batch means estimator. We then provide a lower bound on the number of minimum effective samples required for a desired level of precision. This lower bound depends on the problem only in the dimension of the expectation being estimated, and not on the underlying stochastic process. This result is obtained by drawing a connection between terminating simulation via effective sample size and terminating simulation using a relative standard deviation fixed-volume sequential stopping rule; which we demonstrate is an asymptotically valid procedure. The finite sample properties of the proposed method are demonstrated in a variety of examples.
The REST-for-Physics (Rare Event Searches Toolkit for Physics) framework is a ROOT-based solution providing the means to process and analyze experimental or Monte Carlo event data. Special care has been taken on the traceability of the code and the v
alidation of the results produced within the framework, together with the connectivity between code and data stored registered through specific version metadata members. The framework development was originally motivated to cover the needs at Rare Event Searches experiments (experiments looking for phenomena having extremely low occurrence probability like dark matter or neutrino interactions or rare nuclear decays), and its components naturally implement tools to address the challenges in these kinds of experiments; the integration of a detector physics response, the implementation of signal processing routines, or topological algorithms for physical event identification are some examples. Despite this specialization, the framework was conceived thinking in scalability, and other event-oriented applications could benefit from the data processing routines and/or metadata description implemented in REST, being the generic framework tools completely decoupled from dedicated libraries. REST-for-Physics is a consolidated piece of software already serving the needs of different physics experiments - using gaseous Time Projection Chambers (TPCs) as detection technology - for background data analysis and detector characterization, as well as generic detector R&D. Even though REST has been exploited mainly with gaseous TPCs, the code could be easily applied or adapted to other detection technologies. We present in this work an overview of REST-for-Physics, providing a broad perspective to the infrastructure and organization of the project as a whole. The framework and its different components will be described in the text.
Markov chain Monte Carlo (MCMC) is one of the most useful approaches to scientific computing because of its flexible construction, ease of use and generality. Indeed, MCMC is indispensable for performing Bayesian analysis. Two critical questions that
MCMC practitioners need to address are where to start and when to stop the simulation. Although a great amount of research has gone into establishing convergence criteria and stopping rules with sound theoretical foundation, in practice, MCMC users often decide convergence by applying empirical diagnostic tools. This review article discusses the most widely used MCMC convergence diagnostic tools. Some recently proposed stopping rules with firm theoretical footing are also presented. The convergence diagnostics and stopping rules are illustrated using three detailed examples.
We introduce an efficient nonreversible Markov chain Monte Carlo algorithm to generate self-avoiding walks with a variable endpoint. In two dimensions, the new algorithm slightly outperforms the two-move nonreversible Berretti-Sokal algorithm introdu
ced by H.~Hu, X.~Chen, and Y.~Deng in cite{old}, while for three-dimensional walks, it is 3--5 times faster. The new algorithm introduces nonreversible Markov chains that obey global balance and allows for three types of elementary moves on the existing self-avoiding walk: shorten, extend or alter conformation without changing the walks length.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
