JaimeRZP / ultraplace

Methods for optimal analytical marginalisation of linear parameters using the Laplace approximation.

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Ultraplace

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Code Structure

Ultraplace drawio

Goal

The goal of this project is two fold:

  • On the one hand, we want to study the how different models for photometric uncertainty propagates to our theory predictions.
  • On the other hand, we want to study if the method used to marginalise over said uncertainties matters; i.e. can we get away with analytical marginalisation.

Motivation

One of the leading contributions to the error budgets of cosmological analysis is the uncertainty in apparent redshifts of galaxies (also known as the radial galaxy distribution). This is particularly important when photometric catalogues, with course SED estimates, are used. Thus propagating said uncertainties to the final products of the analysis (cosmological constraints, ... etc) is paramount.

The uncertainties in the radial distribution of galaxies is naturally expressed in the form of a statistical process. However, due the finite number of galaxies at a given position, the process is often discretised as a histogram with finite bins and an associated covariance matrix. The number of discrete bins is normally of order 10^2. This large number of parameters makes propagating their impact computationally prohibitive for traditional inference methods. Thus, cosmological analysis have so attempted to summarise the radial distribution in terms of far lower number of parameters (10^1).

Literature review

Papers

  • Analytic marginalization over CMB calibration and beam uncertainty by Bridle et al (0112114) - 2001
  • Analytic Methods for Cosmological Likelihoods by Taylor & Kitchin (1003.1136) - 2011
  • Self-calibration and robust propagation of photometric redshift distribution uncertainties in weak gravitational lensing by Stölzner et al (2012.07707) - 2021
  • Analytical marginalisation over photometric redshift uncertainties in cosmic shear analyses by Ruiz-Zapatero et al (2301.11978) - 2023

Photo-z Models

  • Shifts: $$p(z + \Delta z)$$
  • Shifts & widths: $$p(z_c + w_{z}(z-z_c) + \Delta z)$$
  • Eigen-functions: $$p(z) = \sum_i^n \lambda_i \phi_i(z)$$
  • Comb: $$p(z) = \sum_i^{N_z} A_i , \mathcal{N}(z; z_i, \sigma^2)$$
  • Full Histogram: $$p(z) = \boldsymbol{n}$$
  • Neuronal Network: $$p(z) = NN(\boldsymbol{\alpha})$$

Stölzner vs Ruiz-Zapatero

Stölzner Ruiz-Zapatero
Photo-z model Comb No model (full histogram)
Marginalisation Laplace approximation Laplace approximation (optimised for linear parameters)
Assumptions Nuisance posteriors are somewhat Gaussian (base Laplace assumption) Nuisance posteriors are somewhat Gaussian (base Laplace assumption)
Gaussian Likelihood
Photo-z's are tightly constraint such that their impact of the theory can be linearized
Gaussian priors for the Photo-z's
Final expression $P(\Omega | d) = P(d | \Omega, n^\star) + \ln(Det(F_{n^\star}))$ $P(\Omega | d) = (d - t^\star)^T \tilde{C}^{-1} (d-t^\star) - 2 \ln P(\Omega) + \ln(Det(T^T C^{-1}T+C_n^{-1}))$ where $\tilde{C} = C + TC_nT^T$ and $T= \partial t/\partial n$
Advantages More general Best-fit nuisance parameters can be found analytically
Laplace term simplifies to $\ln(Det(C_n^{-1}))$
Profile term becomes an extra contribution to the data covariance.
Faster

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Methods for optimal analytical marginalisation of linear parameters using the Laplace approximation.


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