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Several cosmological measurements have attained significant levels of maturity and accuracy over the last decade. Continuing this trend, future observations promise measurements of the statistics of the cosmic mass distribution at an…

Astrophysics · Physics 2008-11-26 Salman Habib , Katrin Heitmann , David Higdon , Charles Nakhleh , Brian Williams

The covariance matrix of the matter power spectrum is a key element of the statistical analysis of galaxy clustering data. Independent realisations of observational measurements can be used to sample the covariance, nevertheless statistical…

Cosmology and Nongalactic Astrophysics · Physics 2016-04-14 Linda Blot , Pier Stefano Corasaniti , Luca Amendola , Thomas D. Kitching

We present a method to estimate non-Gaussian power spectrum covariance matrices by directly measuring the response of the small-scale power spectrum to long-wavelength perturbations via bispectrum and trispectrum estimators. Specifically,…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-21 Samuel Goldstein , Kendrick M. Smith , Utkarsh Giri , Moritz Münchmeyer

We show how to estimate the covariance of the power spectrum of a statistically homogeneous and isotropic density field from a single periodic simulation, by applying a set of weightings to the density field, and by measuring the scatter in…

Astrophysics · Physics 2009-11-11 A. J. S. Hamilton , C. D. Rimes , R. Scoccimarro

We find a simple, accurate model for the covariance matrix of the real-space cosmological matter power spectrum on slightly nonlinear scales (k~0.1-0.8 h/Mpc at z=0), where off-diagonal matrix elements become substantial. The model includes…

Cosmology and Nongalactic Astrophysics · Physics 2011-06-30 Mark C. Neyrinck

Fast robust methods for calculating likelihoods from CMB observations on small scales generally rely on approximations based on a set of power spectrum estimators and their covariances. We investigate the optimality of these approximation,…

Cosmology and Nongalactic Astrophysics · Physics 2009-11-06 Samira Hamimeche , Antony Lewis

Cosmological probes pose an inverse problem where the measurement result is obtained through observations, and the objective is to infer values of model parameters which characterize the underlying physical system -- our Universe. Modern…

Instrumentation and Methods for Astrophysics · Physics 2019-05-21 Timur Takhtaganov , Zarija Lukic , Juliane Mueller , Dmitriy Morozov

Simulation offers a simple and flexible way to estimate the power of a clinical trial when analytic formulae are not available. The computational burden of using simulation has, however, restricted its application to only the simplest of…

Using separate universe simulations, we accurately quantify super-sample covariance (SSC), the typically dominant sampling error for matter power spectrum estimators in a finite volume, which arises from the presence of super survey modes.…

Cosmology and Nongalactic Astrophysics · Physics 2014-04-28 Yin Li , Wayne Hu , Masahiro Takada

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

We analyse the covariance of the one-dimensional mass power spectrum along lines of sight. The covariance reveals the correlation between different modes of fluctuations in the cosmic density field and gives the sample variance error for…

Astrophysics · Physics 2009-11-10 Hu Zhan , Daniel Eisenstein

We provide a simple, unified approach to describing the impact of super-sample covariance, or beat coupling, on power spectrum estimation in a finite-volume survey. For a wide range of survey volumes, the sample variance that arises from…

Cosmology and Nongalactic Astrophysics · Physics 2014-01-06 Masahiro Takada , Wayne Hu

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

Statistics Theory · Mathematics 2012-05-14 Peter M. Robinson

Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the…

Methodology · Statistics 2021-05-11 Quan Vu , Andrew Zammit-Mangion , Noel Cressie

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

Accurate and precise covariance matrices will be important in enabling planned cosmological surveys to detect new physics. Standard methods imply either the need for many N-body simulations in order to obtain an accurate estimate, or a…

Cosmology and Nongalactic Astrophysics · Physics 2018-12-13 Alex Hall , Andy Taylor

We study the lensing convergence power spectrum and its covariance for a standard LCDM cosmology. We run 400 cosmological N-body simulations and use the outputs to perform a total of 1000 independent ray-tracing simulations. We compare the…

Cosmology and Nongalactic Astrophysics · Physics 2012-03-12 Masanori Sato , Takashi Hamana , Ryuichi Takahashi , Masahiro Takada , Naoki Yoshida , Takahiko Matsubara , Naoshi Sugiyama

We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation. The shrinkage technique optimally combines an empirical…

Astrophysics · Physics 2009-11-13 Adrian C. Pope , István Szapudi

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the…

Statistics Theory · Mathematics 2012-11-15 Bing-Yi Jing , Guangming Pan , Qi-Man Shao , Wang Zhou

We analyze the flux power spectrum and its covariance using simulated Lyman alpha forests. We find that pseudo-hydro techniques are good approximations of hydrodynamical simulations at high redshift. However, the pseudo-hydro techniques…

Astrophysics · Physics 2009-11-11 Hu Zhan , Romeel Dave , Daniel Eisenstein , Neal Katz
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