Related papers: Statistical Analysis of Galaxy Surveys - I. Robust…
For galaxy clustering to provide robust constraints on cosmological parameters and galaxy formation models, it is essential to make reliable estimates of the errors on clustering measurements. We present a new technique, based on a spatial…
We present correction terms that allow delete-one Jackknife and Bootstrap methods to be used to recover unbiased estimates of the data covariance matrix of the two-point correlation function $\xi\left(\mathbf{r}\right)$. We demonstrate the…
We give an analytical interpretation of how subsample-based internal covariance estimators lead to biased estimates of the covariance, due to underestimating the super-sample covariance (SSC). This includes the jackknife and bootstrap…
Data re-sampling methods such as the delete-one jackknife are a common tool for estimating the covariance of large scale structure probes. In this paper we investigate the concepts of internal covariance estimation in the context of cosmic…
The jackknife method gives an internal covariance estimate for large-scale structure surveys and allows model-independent errors on cosmological parameters. Using the SDSS-III BOSS CMASS sample, we study how the jackknife size and number of…
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…
For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are…
Mixture models are a popular tool in model-based clustering. Such a model is often fitted by a procedure that maximizes the likelihood, such as the EM algorithm. At convergence, the maximum likelihood parameter estimates are typically…
We study cluster-robust inference for logistic regression (logit) models. Inference based on the most commonly-used cluster-robust variance matrix estimator (CRVE) can be very unreliable. We study several alternatives. Conceptually the…
We provide computationally attractive methods to obtain jackknife-based cluster-robust variance matrix estimators (CRVEs) for linear regression models estimated by least squares. We also propose several new variants of the wild cluster…
Redshift-space clustering distortions provide one of the most powerful probes to test the gravity theory on the largest cosmological scales. We perform a systematic validation study of the state-of-the-art statistical methods currently used…
We study the implications of including many covariates in a first-step estimate entering a two-step estimation procedure. We find that a first order bias emerges when the number of \textit{included} covariates is "large" relative to the…
Redshift-space clustering anisotropies caused by cosmic peculiar velocities provide a powerful probe to test the gravity theory on large scales. However, to extract unbiased physical constraints, the clustering pattern has to be modelled…
We investigate the impact of different observational effects affecting a precise and accurate measurement of the growth rate of fluctuations from the anisotropy of clustering in galaxy redshift surveys. We focus on redshift measurement…
Obtaining reliable inferences with traditional difference-in-differences (DiD) methods can be difficult. Problems can arise when both outcomes and errors are serially correlated, when there are few clusters or few treated clusters, when…
We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where $p<n$ but $p/n$ is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist…
Constraining cosmological parameters from measurements of the Integrated Sachs-Wolfe effect requires developing robust and accurate methods for computing statistical errors in the cross-correlation between maps. This paper presents a…
To make use of clustering statistics from large cosmological surveys, accurate and precise covariance matrices are needed. We present a new code to estimate large scale galaxy two-point correlation function (2PCF) covariances in arbitrary…
We develop a method to simulate galaxy-galaxy weak lensing by utilizing all-sky, light-cone simulations and their inherent halo catalogs. Using the mock catalog to study the error covariance matrix of galaxy-galaxy weak lensing, we compare…
Fault detection is crucial to ensure the reliability of navigation systems. However, mainstream fault detection methods are developed based on Gaussian assumptions on nominal errors, while current attempts at non-Gaussian fault detection…