Partition function approach to non-Gaussian likelihoods: physically motivated convergence criteria for Markov-chains (2305.07061v1)

Abstract: Non-Gaussian distributions in cosmology are commonly evaluated with Monte Carlo Markov-chain methods, as the Fisher-matrix formalism is restricted to the Gaussian case. The Metropolis-Hastings algorithm will provide samples from the posterior distribution after a burn-in period, and the corresponding convergence is usually quantified with the Gelman-Rubin criterion. In this paper, we investigate the convergence of the Metropolis-Hastings algorithm by drawing analogies to statistical Hamiltonian systems in thermal equilibrium for which a canonical partition sum exists. Specifically, we quantify virialisation, equipartition and thermalisation of Hamiltonian Monte Carlo Markov-chains for a toy-model and for the likelihood evaluation for a simple dark energy model constructed from supernova data. We follow the convergence of these criteria to the values expected in thermal equilibrium, in comparison to the Gelman-Rubin criterion. We find that there is a much larger class of physically motivated convergence criteria with clearly defined target values indicating convergence. As a numerical tool, we employ physics-informed neural networks for speeding up the sampling process.