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

Abstract

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. We restrict this study to the lognormal-Poisson model, applied to a full volume halo catalogue in real space on a cubical mesh of 1250 $h^{-1}$ Mpc side and 256${}^3$ cells. Hence, we neglect selection effects, redshift space distortions, and displacements. We note that those observational and cosmic evolution effects can be accounted for in subsequent Gibbs-sampling steps within the COSMIC BIRTH algorithm. We find that going from the usual second to fourth-order in the leap-frog scheme shortens the burn-in phase by a factor of at least $\sim 30$. This implies that 75-90 independent samples are obtained while the fastest second-order method converges. After convergence, the correlation lengths indicate an improvement factor of about 3.0 fewer gradient computations for meshes of 256${}^3$ cells. In the considered cosmological scenario, the traditional leap-frog scheme turns out to outperform higher order integration schemes only at lower dimensional problems, e.g. meshes with 64${}^3$ cells. This gain in computational efficiency can help to go towards a full Bayesian analysis of the cosmological large-scale structure for upcoming galaxy surveys.

arXiv comment19 pages, 12 figures, 4 tables, accepted at MNRAS, additional robust mathematical argument supported by numerical tests with longer HMC chains and a solid statistical analysis

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