Alicja Polanska

Alicja Polanska, Lorenzo Zanisi, Vignesh Gopakumar et al.

Solving partial differential equations with neural operators significantly reduces computational costs but remains bottlenecked by high training data requirements. Active learning offers a natural framework to mitigate this by selectively acquiring the most informative samples in an iterative manner. We introduce physics-based acquisition - a novel physics-informed active learning algorithm that leverages the partial differential equation residual to guide data selection. We validate the method by presenting numerical experiments for the 1D Burgers equation and the 2D compressible Navier-Stokes equations. We show that, in our experiments, physics-based acquisition consistently outperforms random acquisition and matches the state of the art in data efficiency. At the same time, it has the unique advantage of injecting a physics inductive bias into the training process, ensuring that simulation cost is spent where the model's physical understanding is weakest.

Alicja Polanska, Thibeau Wouters, Peter T. H. Pang et al.

We present an accelerated pipeline, based on high-performance computing techniques and normalizing flows, for joint Bayesian parameter estimation and model selection and demonstrate its efficiency in gravitational wave astrophysics. We integrate the Jim inference toolkit, a normalizing flow-enhanced Markov chain Monte Carlo (MCMC) sampler, with the learned harmonic mean estimator. Our Bayesian evidence estimates run on $1$ GPU are consistent with traditional nested sampling techniques run on $16$ CPU cores, while reducing the computation time by factors of $5\times$ and $15\times$ for $4$-dimensional and $11$-dimensional gravitational wave inference problems, respectively. Our code is available in well-tested and thoroughly documented open-source packages, ensuring accessibility and reproducibility for the wider research community.

Alicja Polanska, Jason D. McEwen

The marginal likelihood, or Bayesian evidence, is a crucial quantity for Bayesian model comparison but its computation can be challenging for complex models, even in parameters space of moderate dimension. The learned harmonic mean estimator has been shown to provide accurate and robust estimates of the marginal likelihood simply using posterior samples. It is agnostic to the sampling strategy, meaning that the samples can be obtained using any method. This enables marginal likelihood calculation and model comparison with whatever sampling is most suitable for the task. However, the internal density estimators considered previously for the learned harmonic mean can struggle with highly multimodal posteriors. In this work we introduce flow matching-based continuous normalizing flows as a powerful architecture for the internal density estimation of the learned harmonic mean. We demonstrate the ability to handle challenging multimodal posteriors, including an example in 20 parameter dimensions, showcasing the method's ability to handle complex posteriors without the need for fine-tuning or heuristic modifications to the base distribution.

Matthew A. Price, Alicja Polanska, Jessica Whitney et al.

Directional wavelet dictionaries are hierarchical representations which efficiently capture and segment information across scale, location and orientation. Such representations demonstrate a particular affinity to physical signals, which often exhibit highly anisotropic, localised multiscale structure. Many physically important signals are observed over spherical domains, such as the celestial sky in cosmology. Leveraging recent advances in computational harmonic analysis, we design new highly distributable and automatically differentiable directional wavelet transforms on the $2$-dimensional sphere $\mathbb{S}^2$ and $3$-dimensional ball $\mathbb{B}^3 = \mathbb{R}^+ \times \mathbb{S}^2$ (the space formed by augmenting the sphere with the radial half-line). We observe up to a $300$-fold and $21800$-fold acceleration for signals on the sphere and ball, respectively, compared to existing software, whilst maintaining 64-bit machine precision. Not only do these algorithms dramatically accelerate existing spherical wavelet transforms, the gradient information afforded by automatic differentiation unlocks many data-driven analysis techniques previously not possible for these spaces. We publicly release both S2WAV and S2BALL, open-sourced JAX libraries for our transforms that are automatically differentiable and readily deployable both on and over clusters of hardware accelerators (e.g. GPUs & TPUs).

Davide Piras, Alicja Polanska, Alessio Spurio Mancini et al.

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we combine (i) emulation, where a machine learning model is trained to mimic cosmological observables, e.g. CosmoPower-JAX; (ii) differentiable and probabilistic programming, e.g. JAX and NumPyro, respectively; (iii) scalable Markov chain Monte Carlo (MCMC) sampling techniques that exploit gradients, e.g. Hamiltonian Monte Carlo; and (iv) decoupled and scalable Bayesian model selection techniques that compute the Bayesian evidence purely from posterior samples, e.g. the learned harmonic mean implemented in harmonic. This paradigm allows us to carry out a complete Bayesian analysis, including both parameter estimation and model selection, in a fraction of the time of traditional approaches. First, we demonstrate the application of this paradigm on a simulated cosmic shear analysis for a Stage IV survey in 37- and 39-dimensional parameter spaces, comparing $Λ$CDM and a dynamical dark energy model ($w_0w_a$CDM). We recover posterior contours and evidence estimates that are in excellent agreement with those computed by the traditional nested sampling approach while reducing the computational cost from 8 months on 48 CPU cores to 2 days on 12 GPUs. Second, we consider a joint analysis between three simulated next-generation surveys, each performing a 3x2pt analysis, resulting in 157- and 159-dimensional parameter spaces. Standard nested sampling techniques are simply unlikely to be feasible in this high-dimensional setting, requiring a projected 12 years of compute time on 48 CPU cores; on the other hand, the proposed approach only requires 8 days of compute time on 24 GPUs. All packages used in our analyses are publicly available.