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

Understand

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.