Higher Order Hamiltonian Monte Carlo Sampling for Cosmological Large-Scale Structure Analysis

TL;DR

This paper explores higher order symplectic integration, specifically fourth-order Hamiltonian Monte Carlo, to improve efficiency in Bayesian large-scale structure analysis, significantly reducing burn-in time and computational costs.

Contribution

It introduces a recursive fourth-order leap-frog scheme for Hamiltonian Monte Carlo, demonstrating substantial efficiency gains in cosmological density field reconstruction.

Findings

Fourth-order scheme shortens burn-in by a factor of ~30.

Achieves 75-90 independent samples in less time.

Higher order schemes outperform second-order only at lower dimensions.

Abstract

We investigate higher order symplectic integration strategies within Bayesian cosmic density field reconstruction methods. In particular, we study the fourth-order discretisation of Hamiltonian equations of motion (EoM). This is achieved by recursively applying the basic second-order leap-frog scheme (considering the single evaluation of the EoM) in a combination of even numbers of forward time integration steps with a single intermediate backward step. This largely reduces the number of evaluations and random gradient computations, as required in the usual second-order case for high-dimensional cases. We restrict this study to the lognormal-Poisson model, applied to a full volume halo catalogue in real space on a cubical mesh of 1250 $h^{-1}$ Mpc side and 256$^3$ cells. Hence, we neglect selection effects, redshift space distortions, and displacements. We note that those observational and cosmic evolution effects can be accounted for in subsequent Gibbs-sampling steps within the COSMIC BIRTH algorithm. We find that going from the usual second to fourth-order in the leap-frog scheme shortens the burn-in phase by a factor of at least $\sim30$. This implies that 75-90 independent samples are obtained while the fastest second-order method converges. After convergence, the correlation lengths indicate an improvement factor of about 3.0 fewer gradient computations for meshes of 256$^3$ cells. In the considered cosmological scenario, the traditional leap-frog scheme turns out to outperform higher order integration schemes only at lower dimensional problems, e.g. meshes with 64$^3$ cells. This gain in computational efficiency can help to go towards a full Bayesian analysis of the cosmological large-scale structure for upcoming galaxy surveys.