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Extreme data compression for Bayesian model comparison
File(s)
Heavens_2023_J._Cosmol._Astropart._Phys._2023_048.pdf (1 MB)
Published version
Author(s)
Heavens, Alan
Trotta, Roberto
Mootoovaloo, arrykrishna
Sellentin, elena
Type
Journal Article
Abstract
We develop extreme data compression for use in Bayesian model comparison via the MOPED algorithm, as well as more general score compression. We find that Bayes Factors from data compressed with the MOPED algorithm are identical to those from their uncompressed datasets when the models are linear and the errors Gaussian. In other nonlinear cases, whether nested or not, we find negligible differences in the Bayes Factors, and show this explicitly for the Pantheon-SH0ES supernova dataset. We also investigate the sampling properties of the Bayesian Evidence as a frequentist statistic, and find that extreme data compression reduces the sampling variance of the Evidence, but has no impact on the sampling distribution of Bayes Factors. Since model comparison can be a very computationally-intensive task, MOPED extreme data compression may present significant advantages in computational time.
Date Issued
2023-11
Date Acceptance
2023-07-14
Citation
Journal of Cosmology and Astroparticle Physics, 2023, 2023 (11)
URI
http://hdl.handle.net/10044/1/105522
URL
https://iopscience.iop.org/article/10.1088/1475-7516/2023/11/048
DOI
https://www.dx.doi.org/10.1088/1475-7516/2023/11/048
ISSN
1475-7516
Publisher
IOP Publishing
Journal / Book Title
Journal of Cosmology and Astroparticle Physics
Volume
2023
Issue
11
Copyright Statement
© 2023 The Author(s). Published by IOP Publishing
Ltd on behalf of Sissa Medialab. Original content from
this work may be used under the terms of the Creative Commons
Attribution 4.0 licence. Any further distribution of this work must
maintain attribution to the author(s) and the title of the work,
journal citation and DOI.
License URL
https://creativecommons.org/licenses/by/4.0/
Identifier
https://iopscience.iop.org/article/10.1088/1475-7516/2023/11/048
Publication Status
Published
Article Number
JCAP11(2023)048
Date Publish Online
2023-11-09
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