Abstract
We consider the problem of inferring constraints on a high-dimensional parameter space with a computationally expensive likelihood function. We propose a machine learning algorithm that maps out the Frequentist confidence limit on parameter space by intelligently targeting likelihood evaluations so as to quickly and accurately characterize the likelihood surface in both low- and high-likelihood regions. We compare our algorithm to Bayesian credible limits derived by the well-tested Markov Chain Monte Carlo (MCMC) algorithm using both multi-modal toy likelihood functions and the seven yr Wilkinson Microwave Anisotropy Probe cosmic microwave background likelihood function. We find that our algorithm correctly identifies the location, general size, and general shape of high-likelihood regions in parameter space while being more robust against multi-modality than MCMC.
Author
Daniel, Scott F.; Connolly, Andrew J.; Schneider, Jeff
Journal
Astrophysical Journal Letters
Paper Publication Date
October 2014
Paper Type
Astrostatistics