SearcharxivSearch

arXiv subjects

Minas Karamanis

Publications and source records attributed to Minas Karamanis.

18 recordsLinked to original sources

Learned proposals in trans-dimensional inference are optimal at equilibrium, not during assembly

Inferring the dimension of a model - the number of components needed to explain data - jointly with the parameters is a pervasive problem, from counting sources in an image to mixture modeling, and reversible-jump Markov chain Monte Carlo solves it exactly but mixes slowly. Learned proposals are well established at fixed dimension, but whether they can accelerate the dimension-changing moves themselves has remained largely untested. We show that the answer has a structural origin: the optimal proposal for the dimension-changing birth move is a different object in different phases of the run. While the fit is being assembled it must match the current residual - a state-dependent quantity no state-independent network can represent - but at equilibrium it degenerates to the posterior's single-component marginal, which is exactly the distribution an adaptive normalizing flow learns from the sampler's own history. A learned state-independent birth proposal is therefore useless in one phase and optimal in the other. Controlled experiments confirm the attribution: applied with an exact Metropolis--Hastings correction that leaves the target invariant for any network, the learned births leave acceptance rates unchanged yet accelerate model-order mixing - in a ten-seed benchmark they meet a pre-specified stopping rule in six of ten runs, typically several times sooner, where a strong hand-tuned baseline meets it in one (one-sided p=0.03) - and an isolation experiment shows the same flow deployed within-model buys nothing. Making no domain-specific assumptions, the same sampler counts sources in a noisy image and reconstructs signals across scientific domains, including gravitational waves from ground- and space-based detectors and a scalp EEG recording. We release the method as HyperWave, an open-source package.

physics.data-an

Alleviating prior dependencies for DESI DR1 clustering fits through reparameterization

Bayesian analyses of the full-shape clustering of Dark Energy Spectroscopic Instrument (DESI) Data Release 1 (DR1) exhibit prior-volume projection effects, whereby weakly constrained nuisance parameters of the Effective Field Theory of Large Scale Structure (EFTofLSS) shift marginalized cosmological posteriors away from the posterior maximum. We reanalyze DESI DR1 power spectrum multipoles using two complementary mitigation strategies: (i) nonlinear orthogonalization to decorrelate nuisance and cosmological parameter priors, and (ii) a fully reparameterization-invariant Jeffreys prior over all EFTofLSS coefficients, evaluated on-the-fly via closed-form Jacobians. Including data from DESI, Big-Bang Nuclesynthesis and a constraint on $n_{\mathrm{s}}$, baseline priors lead to multi-$σ$ projection in the Hubble parameter $H_{0}$ and dark energy equation of state parameters $w_{0}$ and $w_{a}$; the Jeffreys prior successfully recenters these posteriors to enclose the maximum a posteriori estimate within the 68\% credible regions, demonstrating clear mitigation of projection effects for these late-time expansion parameters. A hybrid Jeffreys+baseline-Gaussian configuration controls residual over-broad tails in the physical cold dark matter density $ω_{\mathrm{c}}$ while preserving the volume correction, and is our favoured approach. We compare the credible intervals derived using our methodology to those obtained using Halo Occupation Distribution (HOD)-informed priors and to confidence intervals derived using frequentist profile likelihood analyses, finding agreement in both central values and degeneracy directions in the $w_{0}$--$w_{a}$ plane. This demonstrates that, once projection effects are properly controlled, we can make robust inferences about the late-time cosmological expansion independent of the statistical framework adopted.

astro-ph.CO

Beyond Gaussian Assumptions: A new robust statistical framework for gravitational-wave data analysis

Many traditional algorithms applied in gravitational-wave astronomy rely on the assumption of Gaussian noise, a condition not always met. To meet this need, this study extends a robust statistical framework, advancing previous work on heavy-tailed likelihoods, that adapts the hyperbolic likelihood method for full frequency domain applications. The framework is designed to maintain high performance under ideal conditions while improving robustness against non-Gaussian noise and outliers in real-world data. We demonstrate the efficacy of this approach through two key case studies. The first case study analyzes a massive black hole binary merger in simulated Laser Interferometer Space Antenna (LISA) data with Gaussian noise, showing that the extended hyperbolic likelihood method performs comparably to the more commonly used Whittle likelihood. The second case study examines a stellar-mass black hole binary merger using real ground-based gravitational-wave data containing non-Gaussian noise or overlapping signals, where our framework exhibits increased robustness and yields more accurate parameter estimations. Our results show that the hyperbolic likelihood better captures the true noise distribution, providing a flexible and physically motivated alternative for GW data analysis across current and future detectors.

gr-qc

Selecting samples of galaxies with fewer Fingers-of-God

The radial positions of galaxies inferred from their measured redshift appear distorted due to their peculiar velocities. We argue that the contribution from stochastic velocities -- which gives rise to Fingers-of-God (FoG) anisotropy in the inferred maps -- does not lend itself to perturbative modelling already on scales targeted by current experiments. To get around this limitation, we propose to remove FoG using data-driven indicators of their abundance that are local in nature and thus avoid selection biases. In particular, we show that the scale where the measured power spectrum quadrupole changes sign is tightly anti-correlated with both the satellite fraction and the velocity dispersion, and can thus be used to select galaxy samples with fewer FoG. In addition, we show that excluding galaxies in haloes more massive than a given mass threshold can help to discard many of the most problematic galaxies. Such selection could be achieved in practice using maps of the thermal Sunyaev-Zeldovich distortion of the cosmic microwave background frequency spectrum. These techniques could potentially improve reconstructions of the large-scale velocity and displacement fields from the redshift-space positions of galaxies. They may also extend the reach of perturbative models for galaxy clustering, though in practice we find only marginal gains when fitting one-loop EFTofLSS models to simulations with mitigated FoG due to the relevance of other effects entering at two-loop order.

astro-ph.CO

Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an extension of SMC that systematically retains and reuses particles from all prior iterations to construct a growing, weighted ensemble. By leveraging multiple importance sampling and resampling from a mixture of historical distributions, PS mitigates the need for excessively large particle counts, directly addressing key limitations of SMC such as particle impoverishment and mode collapse. Crucially, PS achieves this without additional likelihood evaluations-weights for persistent particles are computed using cached likelihood values. This framework not only yields more accurate posterior approximations but also produces marginal likelihood estimates with significantly lower variance, enhancing reliability in model comparison. Furthermore, the persistent ensemble enables efficient adaptation of transition kernels by leveraging a larger, decorrelated particle pool. Experiments on high-dimensional Gaussian mixtures, hierarchical models, and non-convex targets demonstrate that PS consistently outperforms standard SMC and related variants, including recycled and waste-free SMC, achieving substantial reductions in mean squared error for posterior expectations and evidence estimates, all at reduced computational cost. PS thus establishes itself as a robust, scalable, and efficient alternative for complex Bayesian inference tasks.

stat.ML

Validating Sequential Monte Carlo for Gravitational-Wave Inference

Nested sampling (NS) is the preferred stochastic sampling algorithm for gravitational-wave inference for compact binary coalenscences (CBCs). It can handle the complex nature of the gravitational-wave likelihood surface and provides an estimate of the Bayesian model evidence. However, there is another class of algorithms that meets the same requirements but has not been used for gravitational-wave analyses: Sequential Monte Carlo (SMC), an extension of importance sampling that maps samples from an initial density to a target density via a series of intermediate densities. In this work, we validate a type of SMC algorithm, called persistent sampling (PS), for gravitational-wave inference. We consider a range of different scenarios including binary black holes (BBHs) and binary neutron stars (BNSs) and real and simulated data and show that PS produces results that are consistent with NS whilst being, on average, 2 times more efficient and 2.74 times faster. This demonstrates that PS is a viable alternative to NS that should be considered for future gravitational-wave analyses.

astro-ph.IM

Enhancing DESI DR1 Full-Shape analyses using HOD-informed priors

We present an analysis of DESI Data Release 1 (DR1) that incorporates Halo Occupation Distribution (HOD)-informed priors into Full-Shape (FS) modeling of the power spectrum based on cosmological perturbation theory (PT). By leveraging physical insights from the galaxy-halo connection, these HOD-informed priors on nuisance parameters substantially mitigate projection effects in extended cosmological models that allow for dynamical dark energy. The resulting credible intervals now encompass the posterior maximum from the baseline analysis using gaussian priors, eliminating a significant posterior shift observed in baseline studies. In the $Λ$CDM framework, a combined DESI DR1 FS information and constraints from the DESI DR1 baryon acoustic oscillations (BAO)-including Big Bang Nucleosynthesis (BBN) constraints and a weak prior on the scalar spectral index-yields $Ω_{\rm m} = 0.2994\pm 0.0090$ and $σ_8 = 0.836^{+0.024}_{-0.027}$, representing improvements of approximately 4% and 23% over the baseline analysis, respectively. For the $w_0w_a$CDM model, our results from various data combinations are highly consistent, with all configurations converging to a region with $w_0 > -1$ and $w_a < 0$. This convergence not only suggests intriguing hints of dynamical dark energy but also underscores the robustness of our HOD-informed prior approach in delivering reliable cosmological constraints.

astro-ph.CO

Robust and fast parameter estimation for gravitational waves from binary neutron star merger remnants

We present a robust and efficient methodology for parameter estimation of gravitational waves generated during the post-merger phase of binary neutron star mergers. Our approach leverages an analytic waveform model combined with empirical relations to predict prior ranges for the post-merger frequencies based on measurements of the chirp mass and effective tidal deformability in the inspiral phase. This enables robust inference of the main features of the post-merger spectrum, avoiding possible multi-modality induced by wide priors. Using waveforms derived from numerical relativity, we systematically validate our model across a broad spectrum of neutron star equations of state and mass configurations, demonstrating high fitting factors. Our method can be applied in future detections of gravitational waves from the post-merger phase with third-generation gravitational wave observatories. Furthermore, by integrating the Preconditioned Monte Carlo sampling method within the pocoMC framework, we achieve substantial computational acceleration compared to conventional Bayesian techniques.

gr-qc

Sequential Kalman Tuning of the $t$-preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. In this work we propose embedding EKI and Flow Annealed Kalman Inversion (FAKI), its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the $t$-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate $t$-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at \url{https://github.com/RichardGrumitt/KalmanMC}.

stat.CO

Flow Annealed Kalman Inversion for Gradient-Free Inference in Bayesian Inverse Problems

For many scientific inverse problems we are required to evaluate an expensive forward model. Moreover, the model is often given in such a form that it is unrealistic to access its gradients. In such a scenario, standard Markov Chain Monte Carlo algorithms quickly become impractical, requiring a large number of serial model evaluations to converge on the target distribution. In this paper we introduce Flow Annealed Kalman Inversion (FAKI). This is a generalization of Ensemble Kalman Inversion (EKI), where we embed the Kalman filter updates in a temperature annealing scheme, and use normalizing flows (NF) to map the intermediate measures corresponding to each temperature level to the standard Gaussian. In doing so, we relax the Gaussian ansatz for the intermediate measures used in standard EKI, allowing us to achieve higher fidelity approximations to non-Gaussian targets. We demonstrate the performance of FAKI on two numerical benchmarks, showing dramatic improvements over standard EKI in terms of accuracy whilst accelerating its already rapid convergence properties (typically in $\mathcal{O}(10)$ steps).

stat.CO

JAX-COSMO: An End-to-End Differentiable and GPU Accelerated Cosmology Library

We present jax-cosmo, a library for automatically differentiable cosmological theory calculations. It uses the JAX library, which has created a new coding ecosystem, especially in probabilistic programming. As well as batch acceleration, just-in-time compilation, and automatic optimization of code for different hardware modalities (CPU, GPU, TPU), JAX exposes an automatic differentiation (autodiff) mechanism. Thanks to autodiff, jax-cosmo gives access to the derivatives of cosmological likelihoods with respect to any of their parameters, and thus enables a range of powerful Bayesian inference algorithms, otherwise impractical in cosmology, such as Hamiltonian Monte Carlo and Variational Inference. In its initial release, jax-cosmo implements background evolution, linear and non-linear power spectra (using halofit or the Eisenstein and Hu transfer function), as well as angular power spectra with the Limber approximation for galaxy and weak lensing probes, all differentiable with respect to the cosmological parameters and their other inputs. We illustrate how autodiff can be a game-changer for common tasks involving Fisher matrix computations, or full posterior inference with gradient-based techniques. In particular, we show how Fisher matrices are now fast, exact, no longer require any fine tuning, and are themselves differentiable. Finally, using a Dark Energy Survey Year 1 3x2pt analysis as a benchmark, we demonstrate how jax-cosmo can be combined with Probabilistic Programming Languages to perform posterior inference with state-of-the-art algorithms including a No U-Turn Sampler, Automatic Differentiation Variational Inference,and Neural Transport HMC. We further demonstrate that Normalizing Flows using Neural Transport are a promising methodology for model validation in the early stages of analysis.

astro-ph.CO

Bayesian Computation in Astronomy: Novel methods for parallel and gradient-free inference

The goal of this thesis is twofold; introduce the fundamentals of Bayesian inference and computation focusing on astronomical and cosmological applications, and present recent advances in probabilistic computational methods developed by the author that aim to facilitate Bayesian data analysis for the next generation of astronomical observations and theoretical models. The first part of this thesis familiarises the reader with the notion of probability and its relevance for science through the prism of Bayesian reasoning, by introducing the key constituents of the theory and discussing its best practices. The second part includes a pedagogical introduction to the principles of Bayesian computation motivated by the geometric characteristics of probability distributions and followed by a detailed exposition of various methods including Markov chain Monte Carlo (MCMC), Sequential Monte Carlo (SMC), and Nested Sampling (NS). Finally, the third part presents two novel computational methods (Ensemble Slice Sampling and Preconditioned Monte Carlo) and their respective software implementations (zeus and pocoMC). [abridged]

astro-ph.IM

pocoMC: A Python package for accelerated Bayesian inference in astronomy and cosmology

pocoMC is a Python package for accelerated Bayesian inference in astronomy and cosmology. The code is designed to sample efficiently from posterior distributions with non-trivial geometry, including strong multimodality and non-linearity. To this end, pocoMC relies on the Preconditioned Monte Carlo algorithm which utilises a Normalising Flow in order to decorrelate the parameters of the posterior. It facilitates both tasks of parameter estimation and model comparison, focusing especially on computationally expensive applications. It allows fitting arbitrary models defined as a log-likelihood function and a log-prior probability density function in Python. Compared to popular alternatives (e.g. nested sampling) pocoMC can speed up the sampling procedure by orders of magnitude, cutting down the computational cost substantially. Finally, parallelisation to computing clusters manifests linear scaling.

astro-ph.IM

Accelerating astronomical and cosmological inference with Preconditioned Monte Carlo

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 decorrelate the parameters of the distribution and then proceeds by sampling from the preconditioned target distribution using an adaptive Sequential Monte Carlo (SMC) scheme. The results produced by PMC include samples from the posterior distribution and an estimate of the model evidence that can be used for parameter inference and model comparison respectively. The aforementioned framework has been thoroughly tested in a variety of challenging target distributions achieving state-of-the-art sampling performance. In the cases of primordial feature analysis and gravitational wave inference, PMC is approximately 50 and 25 times faster respectively than Nested Sampling (NS). We found that in higher dimensional applications the acceleration is even greater. Finally, PMC is directly parallelisable, manifesting linear scaling up to thousands of CPUs.

astro-ph.IM

$\texttt{matryoshka}$: Halo Model Emulator for the Galaxy Power Spectrum

We present $\texttt{matryoshka}$, a suite of neural network based emulators and accompanying Python package that have been developed with the goal of producing fast and accurate predictions of the nonlinear galaxy power spectrum. The suite of emulators consists of four linear component emulators, from which fast linear predictions of the power spectrum can be made, allowing all nonlinearities to be included in predictions from a nonlinear boost component emulator. The linear component emulators includes an emulator for the matter transfer function that produces predictions in $\sim 0.0004 \ \mathrm{s}$, with an error of $<0.08\%$ (at $1σ$ level) on scales $10^{-4} \ h \ \mathrm{Mpc}^{-1}<k<10^1 \ h \ \mathrm{Mpc}^{-1}$. In this paper we demonstrate $\texttt{matryoshka}$ by training the nonlinear boost component emulator with analytic training data calculated with HALOFIT, that has been designed to replicate training data that would be generated using numerical simulations. Combining all the component emulator predictions we achieve an accuracy of $< 0.75\%$ (at $1σ$ level) when predicting the real space nonlinear galaxy power spectrum on scales $0.0025 \ h \ \mathrm{Mpc}^{-1}<k<1 \ h \ \mathrm{Mpc}^{-1}$. We use $\texttt{matryoshka}$ to investigate the impact of the analysis setup on cosmological constraints by conducting several full shape analyses of the real space galaxy power spectrum. Specifically we investigate the impact of the minimum scale (or $k_\mathrm{max}$), finding an improvement of $\sim 1.8\times$ in the constraint on $σ_8$ by pushing $k_\mathrm{max}$ from $k_\mathrm{max}=0.25 \ h \ \mathrm{Mpc}^{-1}$ to $k_\mathrm{max}=0.85 \ h \ \mathrm{Mpc}^{-1}$, highlighting the potential gains when using clustering emulators such as $\texttt{matryoshka}$ in cosmological analyses.

astro-ph.CO

Ensemble Slice Sampling: Parallel, black-box and gradient-free inference for correlated & multimodal distributions

Slice Sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with minimal hand-tuning. However, Slice Sampling's performance is highly sensitive to the user-specified initial length scale hyperparameter and the method generally struggles with poorly scaled or strongly correlated distributions. This paper introduces Ensemble Slice Sampling (ESS), a new class of algorithms that bypasses such difficulties by adaptively tuning the initial length scale and utilising an ensemble of parallel walkers in order to efficiently handle strong correlations between parameters. These affine-invariant algorithms are trivial to construct, require no hand-tuning, and can easily be implemented in parallel computing environments. Empirical tests show that Ensemble Slice Sampling can improve efficiency by more than an order of magnitude compared to conventional MCMC methods on a broad range of highly correlated target distributions. In cases of strongly multimodal target distributions, Ensemble Slice Sampling can sample efficiently even in high dimensions. We argue that the parallel, black-box and gradient-free nature of the method renders it ideal for use in scientific fields such as physics, astrophysics and cosmology which are dominated by a wide variety of computationally expensive and non-differentiable models.

stat.ML

zeus: A Python implementation of Ensemble Slice Sampling for efficient Bayesian parameter inference

We introduce zeus, a well-tested Python implementation of the Ensemble Slice Sampling (ESS) method for Bayesian parameter inference. ESS is a novel Markov chain Monte Carlo (MCMC) algorithm specifically designed to tackle the computational challenges posed by modern astronomical and cosmological analyses. In particular, the method requires only minimal hand--tuning of 1-2 hyper-parameters that are often trivial to set; its performance is insensitive to linear correlations and it can scale up to 1000s of CPUs without any extra effort. Furthermore, its locally adaptive nature allows to sample efficiently even when strong non-linear correlations are present. Lastly, the method achieves a high performance even in strongly multimodal distributions in high dimensions. Compared to emcee, a popular MCMC sampler, zeus performs 9 and 29 times better in a cosmological and an exoplanet application respectively.

astro-ph.IM

hankl: A lightweight Python implementation of the FFTLog algorithm for Cosmology

We introduce hankl, a lightweight Python implementation of the FFTLog algorithm for Cosmology. The FFTLog algorithm is an extension of the Fast Fourier Transform (FFT) for logarithmically spaced periodic sequences. It can be used to efficiently compute Hankel transformations, which are paramount for many modern cosmological analyses that are based on the power spectrum or the 2-point correlation function multipoles. The code is well-tested, open source, and publicly available.

astro-ph.IM