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Cosmological large-scale structure analyses based on two-point correlation functions often assume a Gaussian likelihood function with a fixed covariance matrix. We study the impact on cosmological parameter estimation of ignoring the…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-21 Darsh Kodwani , David Alonso , Pedro Ferreira

The primary science driver for 3D galaxy surveys is their potential to constrain cosmological parameters. Forecasts of these surveys' effectiveness typically assume Gaussian statistics for the underlying matter density, despite the fact…

Cosmology and Nongalactic Astrophysics · Physics 2015-10-27 Andrew Repp , István Szapudi , Julien Carron , Melody Wolk

It is well known that the power spectrum is not able to fully characterize the statistical properties of non-Gaussian density fields. Recently, many different statistics have been proposed to extract information from non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-11 Core Francisco Park , Erwan Allys , Francisco Villaescusa-Navarro , Douglas P. Finkbeiner

Cosmological parameter estimation requires that the likelihood function of the data is accurately known. Assuming that cosmological large-scale structure power spectra data are multivariate Gaussian-distributed, we show the accuracy of…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Andy Taylor , Benjamin Joachimi , Thomas Kitching

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

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

Famously, the quantum Fisher information -- the maximum Fisher information over all physical measurements -- is additive for independent copies of a system and the optimal measurement acts locally. We are left to wonder: does the same hold…

Quantum Physics · Physics 2025-12-24 Javier Navarro , Simon Morelli , Mikel Sanz , Mohammad Mehboudi

We quantify the Fisher information content of the cosmic shear survey two-point function as a function of noise and resolution. The two point information of dark matter saturates at the trans-linear scale. We investigate the impact of…

Cosmology and Nongalactic Astrophysics · Physics 2009-05-06 Olivier Doré , Tingting Lu , Ue-Li Pen

Likelihood fitting to two-point clustering statistics made from galaxy surveys usually assumes a multivariate normal distribution for the measurements, with justification based on the central limit theorem given the large number of…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-23 Mike Shengbo Wang , Will J. Percival , Santiago Avila , Robert Crittenden , Davide Bianchi

The Fisher-matrix formalism is used routinely in the literature on gravitational-wave detection to characterize the parameter-estimation performance of gravitational-wave measurements, given parametrized models of the waveforms, and…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Michele Vallisneri

Focusing on the well motivated aperture mass statistics $\Map$, we study the possibility of constraining cosmological parameters using future space based SNAP class weak lensing missions. Using completely analytical results we construct the…

Astrophysics · Physics 2007-05-23 Dipak Munshi , Patrick Valageas

The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

Statistics Theory · Mathematics 2016-11-24 Dave Zachariah , Petre Stoica

We investigate the bias and error in estimates of the cosmological parameter covariance matrix, due to sampling or modelling the data covariance matrix, for likelihood width and peak scatter estimators. We show that these estimators do not…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-18 Andy Taylor , Benjamin Joachimi

Parameter inference with an estimated covariance matrix systematically loses information due to the remaining uncertainty of the covariance matrix. Here, we quantify this loss of precision and develop a framework to hypothetically restore…

Cosmology and Nongalactic Astrophysics · Physics 2017-03-16 Elena Sellentin , Alan F. Heavens

The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…

Cosmology and Nongalactic Astrophysics · Physics 2015-02-20 A. F. Heavens , M. Seikel , B. D. Nord , M. Aich , Y. Bouffanais , B. A. Bassett , M. P. Hobson

This lecture note addresses the common misconception that the Gaussian distribution always yields the largest Cram\'er-Rao Bound (CRB). We show that this property only holds under restrictive conditions: specifically, when the mean and…

Signal Processing · Electrical Eng. & Systems 2026-04-09 Jean-Pierre Delmas , Habti Abeida

We study how well the Gaussian approximation is valid for computing the covariance matrices of the convergence power and bispectrum in weak gravitational lensing analyses. We focus on its impact on the cosmological parameter estimations by…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Masanori Sato , Takahiro Nishimichi

We re-examine a genuine power of weak lensing bispectrum tomography for constraining cosmological parameters, when combined with the power spectrum tomography, based on the Fisher information matrix formalism. To account for the full…

Cosmology and Nongalactic Astrophysics · Physics 2013-06-21 Issha Kayo , Masahiro Takada

Fisher Information Matrix methods are commonly used in cosmology to estimate the accuracy that cosmological parameters can be measured with a given experiment, and to optimise the design of experiments. However, the standard approach…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 A. Kiessling , A. N. Taylor , A. F. Heavens

The Fisher matrix formalism has in recent times become the standard method for predicting the precision with which various cosmological parameters can be extracted from future data. This approach is fast, and generally returns accurate…

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