MUSE: Marginal Unbiased Score Expansion and Application to CMB Lensing
Marius Millea, Uros Seljak

TL;DR
MUSE is a computationally efficient Bayesian inference method that accurately estimates global parameters in high-dimensional, non-Gaussian problems, demonstrated on CMB lensing data for future large-scale surveys.
Contribution
It introduces MUSE, a novel approximate marginalization algorithm that is faster and more flexible than existing methods like HMC, enabling joint Bayesian estimation in complex high-dimensional settings.
Findings
MUSE achieves near-optimal results on simulated CMB data.
It is significantly faster than Hamiltonian Monte Carlo.
It provides reliable error estimates for future CMB experiments.
Abstract
We present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces, yielding Gaussianized asymptotically unbiased and near-optimal constraints on global parameters of interest. It is computationally much cheaper than exact alternatives like Hamiltonian Monte Carlo (HMC), excelling on funnel problems which challenge HMC, and does not require any problem-specific user supervision like other approximate methods such as Variational Inference or many Simulation-Based Inference methods. MUSE makes possible the first joint Bayesian estimation of the delensed Cosmic Microwave Background (CMB) power spectrum and gravitational lensing potential power spectrum, demonstrated here on a simulated data set as large as the upcoming South…
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Taxonomy
TopicsMonetary Policy and Economic Impact · Statistical Methods and Inference · Financial Risk and Volatility Modeling
