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Gaussian processes (GPs) have been extensively utilized as nonparametric models for component separation in 21 cm data analyses. This exploits the distinct spectral behavior of the cosmological and foreground signals, which are modeled through the GP covariance kernel. Previous approaches have employed a global GP kernel along all lines of sight (LoS). In this work, we study Bayesian approaches that allow for spatial variations in foreground kernel parameters, testing them against simulated HI intensity mapping observations. We consider a no-pooling (NP) model, which treats each LoS independently by fitting for separate covariance kernels, and a hierarchical Gaussian Process (HGP) model that allows for variation in kernel parameters between different LoS, regularized through a global hyperprior. We find that accounting for spatial variations in the GP kernel parameters results in a significant improvement in cosmological signal recovery, achieving up to a 30% reduction in the standard deviation of the residual distribution and improved model predictive performance. Allowing for spatial variations in GP kernel parameters also improves the recovery of the HI power spectra and wavelet scattering transform coefficients. Whilst the NP model achieves superior recovery as measured by the residual distribution, it demands extensive computational resources, faces formidable convergence challenges, and is prone to overfitting. Conversely, the HGP model strikes a balance between the accuracy and robustness of the signal recovery. Further improvements to the HGP model will require more physically motivated modeling of foreground spatial variations., Comment: 20 pages, 11 figures, 2 tables. Submitted to ApJ, comments welcome

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for solving inverse problems with expensive forward models. However, the method is based on the assumption that we proceed through a sequence of Gaussian measures in moving from the prior to the posterior, and that the forward model is linear. In this work, we introduce Sequential Kalman Monte Carlo (SKMC) samplers, where we exploit EKI and Flow Annealed Kalman Inversion (FAKI) within a Sequential Monte Carlo (SMC) sampling scheme to perform efficient gradient-free inference in Bayesian inverse problems. FAKI employs normalizing flows (NF) to relax the Gaussian ansatz of the target measures in EKI. NFs are able to learn invertible maps between a Gaussian latent space and the original data space, allowing us to perform EKI updates in the Gaussianized NF latent space. However, FAKI alone is not able to correct for the model linearity assumptions in EKI. Errors in the particle distribution as we move through the sequence of target measures can therefore compound to give incorrect posterior moment estimates. In this work we consider the use of EKI and FAKI to initialize the particle distribution for each target in an adaptive SMC annealing scheme, before performing t-preconditioned Crank-Nicolson (tpCN) updates to distribute particles according to the target. We demonstrate the performance of these SKMC samplers on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to standard SMC with importance weighted resampling at each temperature level. Code implementing the SKMC samplers is available at https://github.com/RichardGrumitt/KalmanMC., Comment: 39 pages, 15 figures, code available at https://github.com/RichardGrumitt/KalmanMC

For many scientific inverse problems we are required to evaluate an expensive forward model. Moreover, the model is often given in such a form that it is unrealistic to access its gradients. In such a scenario, standard Markov Chain Monte Carlo algorithms quickly become impractical, requiring a large number of serial model evaluations to converge on the target distribution. In this paper we introduce Flow Annealed Kalman Inversion (FAKI). This is a generalization of Ensemble Kalman Inversion (EKI), where we embed the Kalman filter updates in a temperature annealing scheme, and use normalizing flows (NF) to map the intermediate measures corresponding to each temperature level to the standard Gaussian. In doing so, we relax the Gaussian ansatz for the intermediate measures used in standard EKI, allowing us to achieve higher fidelity approximations to non-Gaussian targets. We demonstrate the performance of FAKI on two numerical benchmarks, showing dramatic improvements over standard EKI in terms of accuracy whilst accelerating its already rapid convergence properties (typically in $\mathcal{O}(10)$ steps)., Comment: 9 pages, 2 figues. Presented at MaxEnt 2023. Modified version to appear in MaxEnt 2023 proceedings

We propose a general purpose Bayesian inference algorithm for expensive likelihoods, replacing the stochastic term in the Langevin equation with a deterministic density gradient term. The particle density is evaluated from the current particle positions using a Normalizing Flow (NF), which is differentiable and has good generalization properties in high dimensions. We take advantage of NF preconditioning and NF based Metropolis-Hastings updates for a faster convergence. We show on various examples that the method is competitive against state of the art sampling methods., Comment: 17 pages, 9 figures, Accepted at NeurIPS 2022

We constrain the expansion history of the Universe and the cosmological matter density fraction in a model-independent way by exclusively making use of the relationship between background and perturbations under a minimal set of assumptions. We do so by employing a Gaussian process to model the expansion history of the Universe from present time to the recombination era. The expansion history and the cosmological matter density are then constrained using recent measurements from cosmic chronometers, Type-Ia supernovae, baryon acoustic oscillations, and redshift-space distortion data. Our results show that the evolution in the reconstructed expansion history is compatible with the \textit{Planck} 2018 prediction at all redshifts. The current data considered in this study can constrain a Gaussian process on $H(z)$ to an average $9.4 \%$ precision across redshift. We find $\Omega_m = 0.224 \pm 0.066$, lower but statistically compatible with the \textit{Planck} 2018 cosmology. Finally, the combination of future DESI measurements with the CMB measurement considered in this work holds the promise of $8 \%$ average constraints on a model-independent expansion history as well as a five-fold tighter $\Omega_m$ constraint using the methodology developed in this work., Comment: Accepted to MNRAS