Related papers: Large Covariance Matrices: Smooth Models from the …
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…
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…
The clustering of matter on cosmological scales is an essential probe for studying the physical origin and composition of our Universe. To date, most of the direct studies have focused on shear-shear weak lensing correlations, but it is…
The covariance matrix of the matter power spectrum is a key element of the statistical analysis of galaxy clustering data. Independent realisations of observational measurements can be used to sample the covariance, nevertheless statistical…
We present a comparison of major methodologies of fast generating mock halo or galaxy catalogues. The comparison is done for two-point and the three-point clustering statistics. The reference catalogues are drawn from the BigMultiDark…
(Abridged) Estimating the uncertainty on the matter power spectrum internally (i.e. directly from the data) is made challenging by the simple fact that galaxy surveys offer at most a few independent samples. In addition, surveys have…
In practice, observations are often contaminated by noise, making the resulting sample covariance matrix to be an information-plus-noise-type covariance matrix. Aiming to make inferences about the spectra of the underlying true covariance…
We present an $8.1\sigma$ detection of the non-Gaussian 4-Point Correlation Function (4PCF) using a sample of $N_{\rm g} \approx 8\times 10^5$ galaxies from the BOSS CMASS dataset. Our measurement uses the $\mathcal{O}(N_{\rm g}^2)$ NPCF…
We present a comparative study of the accuracy and precision of correlation function methods and full-field inference in cosmological data analysis. To do so, we examine a Bayesian hierarchical model that predicts log-normal fields and…
Weak gravitational lensing requires precise measurements of galaxy shapes and therefore an accurate knowledge of the PSF model. The latter can be a source of systematics that affect the shear two-point correlation function. A key stake of…
Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…
We study how well the Gaussian approximation is valid for computing the covariance matrices of the convergence power and bispectrum in weak gravitational lensing analyses. We focus on its impact on the cosmological parameter estimations by…
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positive correlation function, is…
In this article, we derive concentration inequalities for the spectral norm of two classical sample estimators of large dimensional Toeplitz covariance matrices, demonstrating in particular their asymptotic almost sure consistence. The…
Adding inequality constraints (e.g. boundedness, monotonicity, convexity) into Gaussian processes (GPs) can lead to more realistic stochastic emulators. Due to the truncated Gaussianity of the posterior, its distribution has to be…
The invariants of an attractor have been the most used resource to characterize a nonlinear dynamics. Their estimation is a challenging endeavor in short-time series and/or in presence of noise. In this article we present two new…
We develop a novel method to explore the galaxy-halo connection using the galaxy imaging surveys by modeling the projected two-point correlation function measured from the galaxies with reasonable photometric redshift measurements. By…
In this paper, we present an algorithm for learning time-correlated measurement covariances for application in batch state estimation. We parameterize the inverse measurement covariance matrix to be block-banded, which conveniently…
Weak gravitational lensing has the potential to constrain cosmological parameters to high precision. However, as shown by the Shear TEsting Programmes (STEP) and GRavitational lEnsing Accuracy Testing (GREAT) Challenges, measuring galaxy…
We investigate lensing reconstruction using the clustered galaxy distribution as a source field, using both the traditional cosmic microwave background quadratic estimator and a shear-only estimator. We calculate the expected…