Related papers: Performance of internal Covariance Estimators for …
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 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…
We present a test of different error estimators for 2-point clustering statistics, appropriate for present and future large galaxy redshift surveys. Using an ensemble of very large dark matter LambdaCDM N-body simulations, we compare…
We derive in this paper expressions for the covariance matrix of the cosmic shear two-point correlation functions which are readily applied to any survey geometry. Furthermore, we consider the more special case of a simple survey geometry…
In cosmic shear likelihood analyses the covariance is most commonly assumed to be constant in parameter space. Therefore, when calculating the covariance matrix (analytically or from simulations), its underlying cosmology should not…
Cosmological weak lensing by the large scale structure of the Universe, cosmic shear, is coming of age as a powerful probe of the parameters describing the cosmological model and matter power spectrum. It complements CMB studies, by…
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 present an approach for accurate estimation of the covariance of 2-point correlation functions that requires fewer mocks than the standard mock-based covariance. This can be achieved by dividing a set of mocks into jackknife regions and…
Covariance matrices are among the most difficult pieces of end-to-end cosmological analyses. In principle, for two-point functions, each component involves a four-point function, and the resulting covariance often has hundreds of thousands…
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…
Accurate estimation of the covariance matrix of cosmic shear statistics is essential for cosmological analyses using current and upcoming wide-area weak lensing surveys. In this work, we investigate analytical methods for computing the…
Covariance matrix estimation is a persistent challenge for cosmology. We focus on a class of model covariance matrices that can be generated with high accuracy and precision, using a tiny fraction of the computational resources that would…
We present a fast and robust alternative method to compute covariance matrix in case of cosmology studies. Our method is based on the jackknife resampling applied on simulation mock catalogues. Using a set of 600 BOSS DR11 mock catalogues…
We present simulations of a cosmic shear survey and show how the survey geometry influences the accuracy of determination of cosmological parameters. We numerically calculate the full covariance matrices Cov of two-point statistics of…
In many astrophysical settings covariance matrices of large datasets have to be determined empirically from a finite number of mock realisations. The resulting noise degrades inference and precludes it completely if there are fewer…
The determination of the covariance matrix and its inverse, the precision matrix, is critical in the statistical analysis of cosmological measurements. The covariance matrix is typically estimated with a limited number of simulations at…
We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…
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…
We study the covariance properties of real space correlation function estimators -- primarily galaxy-shear correlations, or galaxy-galaxy lensing -- using SDSS data for both shear catalogs and lenses (specifically the BOSS LOWZ sample).…
A general jackknife estimator for the asymptotic covariance of moment estimators is considered in the case when the sample is taken from a mixture with varying concentrations of components. Consistency of the estimator is demonstrated. A…