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Data analysis from upcoming large galaxy redshift surveys, such as Euclid and DESI will significantly improve constraints on cosmological parameters. To optimally extract the information from these galaxy surveys, it is important to control…

Cosmology and Nongalactic Astrophysics · Physics 2025-01-22 S. Gouyou Beauchamps , P. Baratta , S. Escoffier , W. Gillard , J. Bel , J. Bautista , C. Carbone

We present configuration-space estimators for the auto- and cross-covariance of two- and three-point correlation functions (2PCF and 3PCF) in general survey geometries. These are derived in the Gaussian limit (setting higher-order…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-23 Oliver H. E. Philcox , Daniel J. Eisenstein

The integrated shear 3-point correlation function $\zeta_{\pm}$ measures the correlation between the local shear 2-point function $\xi_{\pm}$ and the 1-point shear aperture mass in patches of the sky. Unlike other higher-order statistics,…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-17 Zhengyangguang Gong , Anik Halder , Alexandre Barreira , Stella Seitz , Oliver Friedrich

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…

Methodology · Statistics 2015-06-18 Anestis Touloumis

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

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…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-24 Pierre Fleury

Context. Gravitational lensing is one of the leading tools in understanding the dark side of the Universe. The need for accurate, efficient and effective methods which are able to extract this information along with other cosmological…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-03 Marika Asgari , Peter Schneider , Patrick Simon

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

Third-order weak lensing statistics are a promising tool for cosmological analyses since they extract cosmological information in the non-Gaussianity of the cosmic large-scale structure. However, such analyses require precise and accurate…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-26 Laila Linke , Sven Heydenreich , Pierre A. Burger , Peter Schneider

An accurate covariance matrix is essential for obtaining reliable cosmological results when using a Gaussian likelihood. In this paper we study the covariance of pseudo-$C_\ell$ estimates of tomographic cosmic shear power spectra. Using two…

This paper introduces a subspace method for the estimation of an array covariance matrix. It is shown that when the received signals are uncorrelated, the true array covariance matrices lie in a specific subspace whose dimension is…

Numerical Analysis · Computer Science 2014-11-04 Mostafa Rahmani , George Atia

We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…

Statistics Theory · Mathematics 2016-11-21 Ashwini Maurya

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

Weak gravitational lensing is a powerful probe of cosmology, with second-order shear statistics commonly used to constrain parameters such as the matter density $\Omega_\mathrm{m}$ and the clustering amplitude $S_8$. However, parameter…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-26 Niek Wielders , Laila Linke , Pierre A. Burger , Sven Heydenreich , Lucas Porth , Peter Schneider

One of the goals in scaling sequential machine learning methods pertains to dealing with high-dimensional data spaces. A key related challenge is that many methods heavily depend on obtaining the inverse covariance matrix of the data. It is…

Computation · Statistics 2017-07-28 Tomer Lancewicki

Upcoming deep imaging surveys such as the Vera C. Rubin Observatory Legacy Survey of Space and Time will be confronted with challenges that come with increased depth. One of the leading systematic errors in deep surveys is the blending of…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-27 Erfan Nourbakhsh , J. Anthony Tyson , Samuel J. Schmidt , The LSST Dark Energy Science Collaboration

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix…

Computation · Statistics 2017-07-20 Tomer Lancewicki

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 of the two-point statistics \xi_+,…

Astrophysics · Physics 2007-05-23 Martin Kilbinger