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Bayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq, Alexander Merson, Benjamin Wandelt Lightcone Workshop, Garching, 19 October 2016

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Page 1: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

Bayesian Inferencewith

physical models of the cosmic Large Scale Structure

Jens JascheGuilhem Lavaux, Florent Leclercq, Alexander Merson,

Benjamin Wandelt

Lightcone Workshop, Garching, 19 October 2016

Page 2: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

The cosmic large scale structure...

... A source of knowledge!

- Cosmological parameter

- Geometry of the Universe

- Constituents of the Universe

- Tests of Gravity

- Galaxy formation

- fundamental physics

Image credit: Volker Springel for the Millenium Simulation, MPA Garching

Page 3: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

The need for statistics

“If your experiment needs statistics, you ought to do a better experiment.”Lord Ernest Rutherford

No unique recovery! We need statistics!

Inference of signals = Ill-posed problem

Cosmic varianceNoise

Survey geometrySelection effectsForegroundsGalaxy bias

Finite resolution of telescopeRedshift distortionsPhotometric uncertainties

Page 4: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D Bayesian Inference

Gravity

Initial State Final State

Bayesian physical inference

Statistically complex final state

Statistically simple initial state

Solve inverse Problem via forward modeling

Page 5: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D Bayesian Inference

Gravity

Initial State Final State

Bayesian physical inference

Statistically complex final state

Statistically simple initial state

Solve inverse Problem via forward modeling

Requires to handle >10 million parameters

Page 6: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

( Parameter ) space: The final Frontier

“The Curse of dimensionality” Bellman, 1961

High dimensional parameter spaces are sparse!!!

Page 7: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

( Parameter ) space: The final Frontier

“The Curse of dimensionality” Bellman, 1961

High dimensional parameter spaces are sparse!!!

Page 8: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

( Parameter ) space: The final Frontier

“The Curse of dimensionality” Bellman, 1961

High dimensional parameter spaces are sparse!!!

Page 9: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

( Parameter ) space: The final Frontier

“The Curse of dimensionality” Bellman, 1961

High dimensional parameter spaces are sparse!!!

Bona fide PDFs:

Page 10: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

( Parameter ) space: The final Frontier

“The Curse of dimensionality” Bellman, 1961

High dimensional parameter spaces are sparse!!!

Bona fide PDFs:

Space filling and random sampling methods will fail!!!

Page 11: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

( Parameter ) space: The final Frontier

“The Curse of dimensionality” Bellman, 1961

High dimensional parameter spaces are sparse!!!

Bona fide PDFs:

Space filling and random sampling methods will fail!!!

But gradients are very valuable!!!

Page 12: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

MCMC in high dimensions

HMC: Use Classical mechanics to solve statistical problems!

The potential :

see e.g. Duane et al. (1987)

Page 13: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

MCMC in high dimensions

HMC: Use Classical mechanics to solve statistical problems!

The potential :

The Hamiltonian :

see e.g. Duane et al. (1987)

Page 14: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

MCMC in high dimensions

HMC: Use Classical mechanics to solve statistical problems!

The potential :

The Hamiltonian :

see e.g. Duane et al. (1987)

Nuisance parameter!!!

Page 15: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

MCMC in high dimensions

HMC: Use Classical mechanics to solve statistical problems!

The potential :

The Hamiltonian :

see e.g. Duane et al. (1987)

Nuisance parameter!!!

Page 16: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

MCMC in high dimensions

HMC: Use Classical mechanics to solve statistical problems!

The potential :

The Hamiltonian :

see e.g. Duane et al. (1987)

Nuisance parameter!!!

Page 17: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

MCMC in high dimensions

HMC: Use Classical mechanics to solve statistical problems!

The potential :

The Hamiltonian :

see e.g. Duane et al. (1987)

Nuisance parameter!!!

HMC beats the “curse of dimensionality” by:

Exploiting gradients

Using conserved quantities

Randomize and accept :

Page 18: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D Bayesian Inference

BORG

BORG (Bayesian Origin Reconstruction from Galaxies)

Incorporates physical model into Likelihood

Approximate LSS formation model (2LPT / PM)

Uses HMC to solve initial conditions problem

Jasche, Wandelt (2013)

Page 19: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

Data application

Analyzing the SDSS DR7 main sample

750 Mpc/h box

~3 Mpc/h grid resolution

Treatment of luminosity dependent bias

Automatic noise calibration

Credit: M. Blanton and the Sloan Digital Sky Survey

Page 20: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

−5

0

5 −5

0

50

0.2

0.4

4D Bayesian inference

BORG performs MCMC sampling

Explores space of physical 3D initial conditions

Cartoon! In Reality we deal with 10^7

dimensions!!

Page 21: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D analysis of the SDSS

Initial density fieldz ~ 1000

final density fieldz=0

SDSS number counts

z=0

Jasche et al. 2015 ( arXiv:1409.6308 )

Page 22: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D analysis of the SDSS

Dynamic Information

Plausible LSS formation history

Jasche et al. 2015 ( arXiv:1409.6308 )

Page 23: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D analysis of the SDSS

Jasche et al. 2015 ( arXiv:1409.6308 )

Dynamic Information

Inference of 3D velocity fields

Page 24: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D Bayesian inference

Lavaux & Jasche 2016 (arXiv:1509.05040 )

Page 25: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

4D Bayesian inference

A factor 10 in S/N with respect to state-of-the-art!

Lavaux & Jasche 2016 (arXiv:1509.05040 )

Page 26: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

Comparing inference schemesGaussian Log-normal-Poisson 2LPT-Poisson

a.k.a: Wiener-filteringZaroubi et al. 1994Erdogdu et al. 2004Kitaura & Ensslin 2008Grannet et al. 2015

Kitaura 2010Jasche&Kitaura 2010

log-normal-filtering

Jasche&Wandelt 2012

Jasche & Lavaux (in prep)

Which scheme performs best?

Ask the data!

Page 27: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

Some thoughts on light cone modeling

Physical modeling of light cone effects in Bayesian inferences

Deep surveys are statistical inhomogeneous

Not a mere scaling of density amplitudes

Speed vs. Accuracy

Are there fast and accurate light cone models?

Page 28: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

Summary & Conclusion

4D Bayesian inference

From 3D to 4D (Spatio-Temporal inference)

Non-linear, non-Gaussian

Handling of noise, bias, selection effects, survey geometries

etc.

Scientific results

Physical modeling helps to make the most of data

Characterization of initial conditions

Higher order statistics

Dynamic information, Structure formation

Greatly improved reconstructions of LSS

Page 29: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

The end...

Thank You!

Page 30: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

−5

0

5 −5

0

50

0.2

0.4

4D Bayesian inference

BORG performs MCMC sampling

Explores space of physical 3D initial conditions

Cartoon! In Reality we deal with 10^7

dimensions!!

Page 31: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

−5

0

5 −5

0

50

0.2

0.4

4D Bayesian inference

BORG performs MCMC sampling

Explores space of physical 3D initial conditions

Cartoon! In Reality we deal with 10^7

dimensions!!

Page 32: Bayesian Inference with physical models of the cosmic ... fileBayesian Inference with physical models of the cosmic Large Scale Structure Jens Jasche Guilhem Lavaux, Florent Leclercq,

Dark matter voids in the SDSS

Leclercq et al. 2015 (arXiv:1410.0355)

Cumulative void number functions