2019

Fast likelihood-free cosmology with neural density estimators and active learning

Alsing, Justin, Charnock, Tom, Feeney, Stephen et al.

Understand

Likelihood-free inference provides a framework for performing rigorous Bayesian inference using only forward simulations, properly accounting for all physical and observational effects that can be successfully included in the simulations.

  • The key challenge for likelihood-free applications in cosmology, where simulation is typically expensive, is developing methods that can achieve high-fidelity posterior inference with as few simulations as possible.
  • Density-estimation likelihood-free inference (DELFI) methods turn inference into a density estimation task on a set of simulated data-parameter pairs, and give orders of magnitude improvements over traditional Approximate Bayesian Computation approaches to likelihood-free inference.
  • In this paper we use neural density estimators (NDEs) to learn the likelihood function from a set of simulated datasets, with active learning to adaptively acquire simulations in the most relevant regions of parameter space on-the-fly.

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