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We study the possibility of using the entire probability distribution function (PDF) of the aperture mass Map and its related cumulative probability distribution function (CPDF) to obtain meaningful constraints on cosmological parameters.…

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

We introduce new Fourier band-power estimators for cosmic shear data analysis and E/B-mode separation. We consider both the case where one performs E/B-mode separation and the case where one does not. The resulting estimators have several…

Cosmology and Nongalactic Astrophysics · Physics 2017-03-08 Matthew R. Becker , Eduardo Rozo

Empirical estimates of the band power covariance matrix are commonly used in cosmic microwave background (CMB) power spectrum analyses. While this approach easily captures correlations in the data, noise in the resulting covariance estimate…

Cosmology and Nongalactic Astrophysics · Physics 2022-03-14 L. Balkenhol , C. L. Reichardt

The current generation of large galaxy surveys will test the cosmological model by combining multiple types of observational probes. Realising the statistical promise of these new datasets requires rigorous attention to all aspects of…

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

Information Theory · Computer Science 2022-04-25 Sjoerd Dirksen , Johannes Maly , Holger Rauhut

In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven and enjoy excellent performance both…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu

Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. In this paper we present an…

Methodology · Statistics 2014-08-06 Eric C. Chi , Kenneth Lange

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

Methodology · Statistics 2020-01-01 Heng Peng , Chuanlong Xie , Jingxin Zhao

We present a new general procedure for determining a given set of quantities. To this end, we define certain statistic, that we call 'modified $\chi^2$' ($\chi^2_M$), because of its similarity with the standard $\chi^2$. The terms of this…

Astrophysics · Physics 2009-11-10 J. A. Rubino-Martin , J. Betancort-Rijo

We consider the problem of estimating covariance and precision matrices, and their associated discriminant coefficients, from normal data when the rank of the covariance matrix is strictly smaller than its dimension and the available sample…

Statistics Theory · Mathematics 2015-09-09 Didier Chételat , Martin T. Wells

The Ultraviolet Near Infrared Optical Northern Survey (UNIONS) is a photometric survey in the northern sky. The quality of the data in the $r$ band provides precise shape measurements to measure the growth of structures using cosmic shear.…

The estimation of covariance operators of spatio-temporal data is in many applications only computationally feasible under simplifying assumptions, such as separability of the covariance into strictly temporal and spatial factors.Powerful…

Statistics Theory · Mathematics 2020-03-30 Holger Dette , Gauthier Dierickx , Tim Kutta

Developing accurate analysis techniques to combine various probes of cosmology is essential to tighten constraints on cosmological parameters and to check for inconsistencies in our model of the Universe. In this paper we develop a joint…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Tim Eifler , Elisabeth Krause , Peter Schneider , Klaus Honscheid

Cosmic shear is a powerful probe of cosmological distances, matter abundance and clustering in the low-redshift Universe. Cosmological parameter extraction from cosmic shear data is limited by our understanding of baryonic astrophysics,…

Cosmology and Nongalactic Astrophysics · Physics 2026-03-31 Shi-Fan Chen , Joseph DeRose , Mikhail M. Ivanov , Oliver H. E. Philcox

We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence of moments of only low order. While estimation of covariance…

Statistics Theory · Mathematics 2018-01-17 Stanislav Minsker , Xiaohan Wei

Estimating a covariance matrix is central to high-dimensional data analysis. Empirical analyses of high-dimensional biomedical data, including genomics, proteomics, microbiome, and neuroimaging, among others, consistently reveal strong…

Methodology · Statistics 2024-12-05 Yifan Yang , Chixiang Chen , Shuo Chen

Sparsity in the eigenvectors of signal covariance matrices is exploited in this paper for compression and denoising. Dimensionality reduction (DR) and quantization modules present in many practical compression schemes such as transform…

Applications · Statistics 2015-06-03 Ioannis D. Schizas , Georgios B. Giannakis

Weak-lensing mass-mapping algorithms, which reconstruct the convergence field from galaxy shear measurements, are crucial for extracting higher-order statistics to constrain cosmological parameters. However, only limited research has…

Cosmology and Nongalactic Astrophysics · Physics 2025-05-28 Andreas Tersenov , Lucie Baumont , Jean-Luc Starck , Martin Kilbinger

We present a combined cosmic shear analysis of the modeling of line-of-sight distortions on strongly lensed extended arcs and galaxy shape measurements in the COSMOS field. We develop a framework to predict the covariance of strong lensing…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-14 Felix Arjun Kuhn , Claudio Bruderer , Simon Birrer , Adam Amara , Alexandre Réfrégier