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A sampling strategy for high-dimensional spaces applied to free-form gravitational lensing


Lubini, Mario; Coles, Jonathan (2012). A sampling strategy for high-dimensional spaces applied to free-form gravitational lensing. Monthly Notices of the Royal Astronomical Society, 425(4):3077-3084.

Abstract

We present a novel proposal strategy for the Metropolis-Hastings algorithm designed to efficiently sample general convex polytopes in 100 or more dimensions. This improves upon previous sampling strategies used for free-form reconstruction of gravitational lenses, but is general enough to be applied to other fields. We have written a parallel implementation within the lens modelling framework GLASS. Testing shows that we are able to produce uniform uncorrelated random samples which are necessary for exploring the degeneracies inherent in lens reconstruction.

We present a novel proposal strategy for the Metropolis-Hastings algorithm designed to efficiently sample general convex polytopes in 100 or more dimensions. This improves upon previous sampling strategies used for free-form reconstruction of gravitational lenses, but is general enough to be applied to other fields. We have written a parallel implementation within the lens modelling framework GLASS. Testing shows that we are able to produce uniform uncorrelated random samples which are necessary for exploring the degeneracies inherent in lens reconstruction.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute for Computational Science
Dewey Decimal Classification:530 Physics
Language:English
Date:October 2012
Deposited On:22 Jan 2013 16:36
Last Modified:05 Apr 2016 16:19
Publisher:Wiley-Blackwell
ISSN:0035-8711
Publisher DOI:https://doi.org/10.1111/j.1365-2966.2012.21673.x
Permanent URL: https://doi.org/10.5167/uzh-70389

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