Related papers: On estimating cosmology-dependent covariance matri…

Current and forthcoming cosmological data analyses share the challenge of huge datasets alongside increasingly tight requirements on the precision and accuracy of extracted cosmological parameters. The community is becoming increasingly…

We study the covariance matrix of the cluster mass function in cosmology. We adopt a two-line attack: firstly, we employ the counts-in-cells framework to derive an analytic expression for the covariance of the mass function. Secondly, we…

We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…

This work presents a detailed covariance and correlation matrix analysis for experimentally measured cross sections obtained using the activation technique. Both statistical and systematic contributions to the covariance matrix were…

Covariance matrices are important tools for obtaining reliable parameter constraints. Advancements in cosmological surveys lead to larger data vectors and, consequently, increasingly complex covariance matrices, whose number of elements…

We propose a general procedure for estimating the variance-covariance matrix of two-step estimates of structural parameters in latent variable models. The method is partially simulation-based, in that it includes drawing simulated values of…

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…

In recent years cosmic shear, the weak gravitational lensing effect by the large-scale structure of the Universe, has proven to be one of the observational pillars on which the cosmological concordance model is founded. Several cosmic shear…

A new robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied…

We introduce a new method for estimating the covariance matrix for the galaxy correlation function in surveys of large-scale structure. Our method combines simple theoretical results with a realistic characterization of the survey to…

Cosmological observables rely heavily on summary statistics such as two-point correlation functions. In many practical cases (e.g. the weak-lensing cosmic shear), those correlation functions are estimated from a finite, discrete sample of…

We describe an approximate statistical model for the sample variance distribution of the non-linear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate…

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

We present a method for fast evaluation of the covariance matrix for a two-point galaxy correlation function (2PCF) measured with the Landy-Szalay estimator. The standard way of evaluating the covariance matrix consists in running the…

We discuss a weighted estimation of correlation and covariance matrices from historical financial data. To this end, we introduce a weighting scheme that accounts for similarity of previous market conditions to the present one. The…

In this brief paper we revisit the Fisher information content of cosmological power spectra or two-point functions of Gaussian fields in order to comment on the assumption of Gaussian estimators and the use of parameter-dependent covariance…

Abstract Covariance matrix estimation is a challenging problem in cosmology. Recent work has shown that model covariance matrices can be precise, and that at relatively large scales they can also be accurate. We introduce a data-driven…

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…

Using 1000 ray-tracing simulations for a {\Lambda}-dominated cold dark model in Sato et al. (2009), we study the covariance matrix of cosmic shear correlation functions, which is the standard statistics used in the previous measurements.…

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…