Savage-Dickey density ratio estimation with normalizing flows for Bayesian model comparison

A core motivation of science is to evaluate which scientific model best explains observed data. Bayesian model comparison provides a principled statistical approach to comparing scientific models and has found widespread application within cosmology and astrophysics. Calculating the Bayesian evidence is computationally challenging, especially as we continue to explore increasingly more complex models. The Savage-Dickey density ratio (SDDR) provides a method to calculate the Bayes factor (evidence ratio) between two nested models using only posterior samples from the super model. The SDDR requires the calculation of a normalised marginal distribution over the extra parameters of the super model, which has typically been performed using classical density estimators, such as histograms. Classical density estimators, however, can struggle to scale to high-dimensional settings. We introduce a neural SDDR approach using normalizing flows that can scale to settings where the super model contains a large number of extra parameters. We demonstrate the effectiveness of this neural SDDR methodology applied to both toy and realistic cosmological examples. For a field-level inference setting, we show that Bayes factors computed for a Bayesian hierarchical model (BHM) and simulation-based inference (SBI) approach are consistent, providing further validation that SBI extracts as much cosmological information from the field as the BHM approach. The SDDR estimator with normalizing flows is implemented in the open-source harmonic Python package.

Simulation-based inference with scattering representations: scattering is all you need

We demonstrate the first successful use of scattering representations without further compression for simulation-based inference (SBI) with images (i.e. field-level), illustrated with a cosmological case study. Scattering representations provide a highly effective representational space for subsequent learning tasks, although the higher dimensional compressed space introduces challenges. We overcome these through spatial averaging, coupled with more expressive density estimators. Compared to alternative methods, such an approach does not require additional simulations for either training or computing derivatives, is interpretable, and resilient to covariate shift. As expected, we show that a scattering only approach extracts more information than traditional second order summary statistics.