Efficient sampling of fast and slow cosmological parameters

Physical parameters are often constrained from the data likelihoods using sampling methods. Changing some parameters can be much more computationally expensive (``slow'') than changing other parameters (``fast parameters''). I describe a method for decorrelating fast and slow parameters so that parameter sampling in the full space becomes almost as efficient as sampling in the slow subspace when the covariance is well known and the distributions are simple. This gives a large reduction in computational cost when there are many fast parameters. The method can also be combined with a fast ``dragging'' method proposed by Neal arXiv:math/0502099 that can be more robust and efficient when parameters cannot be fully…

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  Science and Technology Facilities Council

  Award: ST/I000976/1