Analytic methods for cosmological likelihoods

Andy Taylor, T. D. Kitching, Thomas Kitching

Research output: Contribution to journalArticlepeer-review

Abstract

We present general, analytic methods for cosmological likelihood analysis and solve the ‘many parameters’ problem in cosmology. Maxima are found by Newton's method, while marginalization over nuisance parameters, and parameter errors and covariances are estimated by analytic marginalization of an arbitrary likelihood function, expanding the log-likelihood to second order, with flat or Gaussian priors. We show that information about remaining parameters is preserved by marginalization. Marginalizing over all parameters, we find an analytic expression for the Bayesian evidence for model selection. We apply these methods to data described by Gaussian likelihoods with parameters in the mean and covariance. These methods can speed up conventional likelihood analysis by orders of magnitude when combined with Markov chain Monte Carlo methods, while Bayesian model selection becomes effectively instantaneous.
Original languageEnglish
Pages (from-to)865-875
Number of pages11
JournalMonthly Notices of the Royal Astronomical Society
Volume408
Issue number2
DOIs
Publication statusPublished - 21 Oct 2010

Fingerprint Dive into the research topics of 'Analytic methods for cosmological likelihoods'. Together they form a unique fingerprint.

Cite this