Fast Hamiltonian sampling for large scale structure inference
J. Jasche, F. S. Kitaura

TL;DR
This paper introduces a new Bayesian Hamiltonian Monte Carlo method for nonlinear three-dimensional large scale structure inference, capable of handling complex survey geometries and propagating non-Gaussian uncertainties.
Contribution
It presents a novel, efficient HMC-based approach for nonlinear large scale structure inference that accounts for survey effects and uncertainty propagation.
Findings
Successfully recovers filamentary structures in mock galaxy data
Demonstrates feasibility of non-Gaussian sampling in high-dimensional spaces
Provides a flexible framework for incorporating additional observational data
Abstract
In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian lognormal Poissonian density posterior given a set of observations. The HMC allows us to take into account the nonlinear relations between the observations and the underlying density field which we seek to recover. As the HMC provides a sampled representation of the density posterior any desired statistical summary, such as the mean, mode or variance, can be calculated from the set of samples. Further, it permits us to seamlessly propagate non-Gaussian uncertainty information to any final quantity inferred from the set of samples. The developed method is extensively tested in a variety of test scenarios, taking into account a highly structured survey…
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