Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

@article{Bouland2011CachingAI,
  title={Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains},
  author={A. Bouland and R. Easther and K. Rosenfeld},
  journal={Journal of Cosmology and Astroparticle Physics},
  year={2011},
  volume={2011},
  pages={016-016}
}
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the… Expand
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