Related papers: Jackknife resampling technique on mocks: an altern…
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…
For galaxy clustering to provide robust constraints on cosmological parameters and galaxy formation models, it is essential to make reliable estimates of the errors on clustering measurements. We present a new technique, based on a spatial…
To make use of clustering statistics from large cosmological surveys, accurate and precise covariance matrices are needed. We present a new code to estimate large scale galaxy two-point correlation function (2PCF) covariances in arbitrary…
We develop a method to simulate galaxy-galaxy weak lensing by utilizing all-sky, light-cone simulations and their inherent halo catalogs. Using the mock catalog to study the error covariance matrix of galaxy-galaxy weak lensing, we compare…
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…
The covariance matrices of power-spectrum (P(k)) measurements from galaxy surveys are difficult to compute theoretically. The current best practice is to estimate covariance matrices by computing a sample covariance of a large number of…
Covariance matrix estimation, a classical statistical topic, poses significant challenges when the sample size is comparable to or smaller than the number of features. In this paper, we frame covariance matrix estimation as a compound…
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…
Statistical resampling methods have become feasible for parametric estimation, hypothesis testing, and model validation now that the computer is a ubiquitous tool for statisticians. This essay focuses on the resampling technique for…
Data re-sampling methods such as the delete-one jackknife are a common tool for estimating the covariance of large scale structure probes. In this paper we investigate the concepts of internal covariance estimation in the context of cosmic…
Abstract Covariance matrix estimation is a challenging problem in cosmology. Recent work has shown that model covariance matrices can be precise, and that at relatively large scales they can also be accurate. We introduce a data-driven…
We provide computationally attractive methods to obtain jackknife-based cluster-robust variance matrix estimators (CRVEs) for linear regression models estimated by least squares. We also propose several new variants of the wild cluster…
Randomized matrix algorithms have become workhorse tools in scientific computing and machine learning. To use these algorithms safely in applications, they should be coupled with posterior error estimates to assess the quality of the…
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…
We study cluster-robust inference for logistic regression (logit) models. Inference based on the most commonly-used cluster-robust variance matrix estimator (CRVE) can be very unreliable. We study several alternatives. Conceptually the…
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…
The accuracy of a mass model in the strong lensing analysis is crucial for unbiased predictions of physical quantities such as magnifications and time delays. While the mass model is optimized by changing parameters of the mass model to…
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…
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…
Cosmological $N$-body simulations provide numerical predictions of the structure of the Universe against which to compare data from ongoing and future surveys, but the growing volume of the Universe mapped by surveys requires…