Related papers: Estimating the power spectrum covariance matrix wi…
The power spectrum (PS) of mass density fluctuations, in the range $0.05 \leq k \leq 0.2 \ihmpc$, is derived from the Mark III catalog of peculiar velocities of galaxies, independent of ``biasing". It is computed from the density field as…
This paper studies the problem of estimating a covariance matrix from correlated sub-Gaussian samples. We consider using the correlated sample covariance matrix estimator to approximate the true covariance matrix. We establish…
Accurate inference of cosmology from weak lensing shear requires an accurate shear power spectrum covariance matrix. Here, we investigate this accuracy requirement and quantify the relative importance of the Gaussian (G), super-sample…
Cosmic shear is one of the most powerful probes of Dark Energy, targeted by several current and future galaxy surveys. Lensing shear, however, is only sampled at the positions of galaxies with measured shapes in the catalog, making its…
We present a control-variate method for reducing the variance of power spectrum covariance matrix estimates from simulations of large-scale structure. The key idea is to pair each mock simulation with a cheap Zeldovich-approximation…
The baryon acoustic oscillation (BAO) reconstruction plays a crucial role in cosmological analysis for spectroscopic galaxy surveys because it can make the density field effectively more linear and more Gaussian. The combination of the…
Aims. We validate a semi-analytical model for the covariance of real-space 2-point correlation function of galaxy clusters. Methods. Using 1000 PINOCCHIO light cones mimicking the expected Euclid sample of galaxy clusters, we calibrate a…
Computing the matter power spectrum, $P(k)$, as a function of cosmological parameters can be prohibitively slow in cosmological analyses, hence emulating this calculation is desirable. Previous analytic approximations are insufficiently…
Estimation of the angular power spectrum of the Cosmic Microwave Background (CMB) on a small patch of sky is usually plagued by serious spectral leakage, specially when the map has a hard edge. Even on a full sky map, point source masks can…
We measure the large-scale real-space power spectrum P(k) using a sample of 205,443 galaxies from the Sloan Digital Sky Survey, covering 2417 square degrees with mean redshift z~0.1. We employ a matrix-based method using…
Accurate detection of the cosmological 21-cm global signal requires galactic foreground models which can remove power over ~$10^6$. Although foreground and global signal models unavoidably exhibit overlap in their vector-spaces inducing…
In this study, we investigate the impact of covariance within uncertainties on the inference of cosmological and astrophysical parameters, specifically focusing on galaxy stellar mass functions derived from the CAMELS simulation suite.…
Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a…
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 likelihood function for cosmological parameters, given by e.g. weak lensing shear measurements, depends on contributions to the covariance induced by the nonlinear evolution of the cosmic web. As nonlinear clustering to date has only…
Estimating the eigenvalues of a population covariance matrix from a sample covariance matrix is a problem of fundamental importance in multivariate statistics; the eigenvalues of covariance matrices play a key role in many widely…
Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…
A primary goal of galaxy surveys is to tighten constraints on cosmological parameters, and the power spectrum $P(k)$ is the standard means of doing so. However, at translinear scales $P(k)$ is blind to much of these surveys'…
Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…
This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…