LSSTDESC / DifferentiableHOS

Project to study higher order weak lensing statistics using differentiable simulations.
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Validate Fisher results #16

Open dlanzieri opened 3 years ago

dlanzieri commented 3 years ago

This issue is to track the steps we need compute in order to be sure that we can trust our Fisher matrix. As discussed before, the steps to follow are:

dlanzieri commented 3 years ago

@EiffL Concerning the first task, the following image shows the overlapped Fisher contours made by averaging over a different number of samples. The red contours are realized using all the samples (170 jacobians), the violet contours just 34. What I see from this plot it's that the contours became larger when I use a larger sample for the average. all In the following plot I'm only showing the contours realized with : RED: 170 jacobians YELLOW : 136 jacobians GREEN: 102 jacobians last3 It seems that between 102 and 136 samples the contours are still differents, but between 136 and 170, they start to be more similars and stables. Here, I just keep: RED: 170 jacobians YELLOW : 136 jacobians last2

dlanzieri commented 3 years ago

@EiffL This is what I was thinking to do: I would increase a bit the sample used to compute the average (at least for the power spectrum and in this validation stage). Then, If we see that this trend is confirmed and that with ~180/200 objects we can trust of our Fisher matrix, I will use this number for the further analysis (peak counts, l1norm, IA etc). What do you think?

EiffL commented 3 years ago

Ah very nice! To make it a round number we could say 200 samples? to ensure the jacobian is stable.

EiffL commented 3 years ago

Note that you would then want to do a similar check for your other stastistics. Because it all depends on how noisy a given bin is. Hopefully 200 will be a good number for all of them

dlanzieri commented 3 years ago

@EiffL I increased the number of samples to average the Ps-Jacobian. I made a plot of the mean Ps-Jacobian computed with different numbers of samples (normalized by the square root of the diagonal of the covariance matrix). You can find in this notebook the plots for more different number of samples, for an easier visualization here I show only 3 comparisons. The Jacobians seem still noisy, especially for sigma8, h and ns. jac_ps and in the following plot I'm only showing the contours realized with : RED: 250 jacobians Violet: 230 jacobians Orange: 201 jacobians last_ps Then, I made a similar check also for the peak counts. Fortunately, the jacobians seem less noisy and much more stables (slightly noisy h and ns) jac_pcounts and in the following plot I'm only showing the contours realized with : RED: 160 jacobians Blue : 230 jacobians Yellow: 200 jacobians all_pk For both the statistics the contours don't seem change their orientations too much with a number of samples higher than ~160 (in the notebook you can find other 2 plots with more number of sample, and there the change of orientation is more evident). However, the width of the contours change for both statistics with a different number of samples.

EiffL commented 3 years ago

This is great Denise! So, yeah Fisher matrices are always tricky :-/ but I think this is not too bad. It looks "fairly stable" and we have an idea of how much of an error to expect on the contours, so we know if when comparing 2 different stats we should read too much into some differences.

dlanzieri commented 3 years ago

@EiffL We have also discussed the importance of making the power spectrum analysis consistent with the peak counts analysis in order to compare their sensitivity. If we apply 1 arcmin smoothing the plot of the angular power spectrum looks like this: ps_comp_1 As we already noted, the effect of smoothing starts to suppress the information for ell around 10000, but we consider the power spectrum only in a range between 300 and 3000. If we wanted to apply a smoothing so that the angular power spectrum lost power for ell = 3000, we should apply a higher smoothing. This for example corresponds to 5 arcmin: ps_comp_5 I was wondering if we should increase the smoothing or consider the power spectrum until ell~ 10000.

EiffL commented 3 years ago

You are correct, this 5 arcmin smoothing seems more consistent. For an LSST Y1 this is probably around the scales we would use. In recent DES papers they went to 7.5 arcmin https://arxiv.org/pdf/2110.10135.pdf

EiffL commented 3 years ago

hummm but can you convert the l=3000 to an arcmin scale? what value do you get?

dlanzieri commented 3 years ago

l=3000 should be ~ 3.6 ps_comp_cor