论文标题
POCOMC:用于加速贝叶斯推断天文学和宇宙学推断的Python包装
pocoMC: A Python package for accelerated Bayesian inference in astronomy and cosmology
论文作者
论文摘要
POCOMC是用于加速天文学和宇宙学推断的Python包装。该代码旨在从具有非平凡几何形状的后验分布中有效采样,包括强大的多模式和非线性。为此,POCOMC依赖于使用归一化流程的预处理的蒙特卡洛算法,以使后验参数降低。它促进了参数估计和模型比较的两项任务,尤其是计算昂贵的应用程序。它允许拟合任意模型定义为python中的对数可能性函数和log-prior概率密度函数。与流行的替代方案(例如嵌套采样)相比,POCOMC可以通过数量级加快采样程序,从而大大降低计算成本。最后,与计算簇的并行化表现出线性缩放。
pocoMC is a Python package for accelerated Bayesian inference in astronomy and cosmology. The code is designed to sample efficiently from posterior distributions with non-trivial geometry, including strong multimodality and non-linearity. To this end, pocoMC relies on the Preconditioned Monte Carlo algorithm which utilises a Normalising Flow in order to decorrelate the parameters of the posterior. It facilitates both tasks of parameter estimation and model comparison, focusing especially on computationally expensive applications. It allows fitting arbitrary models defined as a log-likelihood function and a log-prior probability density function in Python. Compared to popular alternatives (e.g. nested sampling) pocoMC can speed up the sampling procedure by orders of magnitude, cutting down the computational cost substantially. Finally, parallelisation to computing clusters manifests linear scaling.