Fast and reliable Markov chain Monte Carlo technique for cosmological parameter estimation

Joanna Dunkley, Martin Bucher, Pedro G. Ferreira, Kavilan Moodley, Constantinos Skordis

Research output: Contribution to journalArticle

169 Scopus citations

Abstract

Markov chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how to optimize the efficiency of such sampling and how to diagnose whether a finite-length chain has adequately sampled the underlying posterior probability distribution. We show how the power spectrum of a single such finite chain may be used as a convergence diagnostic by means of a fitting function, and discuss strategies for optimizing the distribution for the proposed steps. The methods developed are applied to current cosmic microwave background and large-scale structure data interpreted using both a pure adiabatic cosmological model and a mixed adiabatic/isocurvature cosmological model including possible correlations between modes. For the latter application, because of the increased dimensionality and the presence of degeneracies, the need for tuning MCMC methods for maximum efficiency becomes particularly acute.

Original languageEnglish (US)
Pages (from-to)925-936
Number of pages12
JournalMonthly Notices of the Royal Astronomical Society
Volume356
Issue number3
DOIs
StatePublished - Jan 21 2005
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Astronomy and Astrophysics
  • Space and Planetary Science

Keywords

  • Cosmic microwave background
  • Methods: data analysis
  • Methods: statistical

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