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The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance…

Portfolio Management · Quantitative Finance 2010-04-27 Ester Pantaleo , Michele Tumminello , Fabrizio Lillo , Rosario N. Mantegna

Sample efficiency is a crucial problem in deep reinforcement learning. Recent algorithms, such as REDQ and DroQ, found a way to improve the sample efficiency by increasing the update-to-data (UTD) ratio to 20 gradient update steps on the…

Machine Learning · Computer Science 2024-03-26 Aditya Bhatt , Daniel Palenicek , Boris Belousov , Max Argus , Artemij Amiranashvili , Thomas Brox , Jan Peters

In portfolio risk minimization, the inverse covariance matrix of returns is often unknown and has to be estimated in practice. This inverse covariance matrix also prescribes the hedge trades in which a stock is hedged by all the other…

Portfolio Management · Quantitative Finance 2024-07-15 Lim Hao Shen Keith

Bootstrap techniques (also called resampling computation techniques) have introduced new advances in modeling and model evaluation. Using resampling methods to construct a series of new samples which are based on the original data set,…

Statistics Theory · Mathematics 2007-06-13 Riadh Kallel , Marie Cottrell , Vincent Vigneron

We present a new methodology to generate mock halo or galaxy catalogues, which have accurate clustering properties, nearly indistinguishable from full $N$-body solutions, in terms of the one-point, two-point, and three-point statistics. In…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-08 Chia-Hsun Chuang , Francisco-Shu Kitaura , Francisco Prada , Cheng Zhao , Gustavo Yepes

We present a scheme to extend the halo mass resolution of N-body simulations of the hierarchical clustering of dark matter. The method uses the density field of the simulation to predict the number of sub-resolution dark matter haloes…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-17 Raul E. Angulo , Carlton M. Baugh , Carlos S. Frenk , Cedric G. Lacey

We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron, the delete-d jackknife and variations of the…

Statistics Theory · Mathematics 2007-06-13 Snigdhansu Chatterjee , Arup Bose

The next generation of proposed galaxy surveys will increase the number of galaxies with photometric redshifts by two orders of magnitude, drastically expanding both redshift range and detection threshold from the current state of the art.…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-11 A. E. Schulz

We present a novel approach to reconstruct gas and dark matter projected density maps of galaxy clusters using score-based generative modeling. Our diffusion model takes in mock SZ and X-ray images as conditional inputs, and generates…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-16 Alan Hsu , Matthew Ho , Joyce Lin , Carleen Markey , Michelle Ntampaka , Hy Trac , Barnabás Póczos

Measuring cosmic shear in wide-field imaging surveys requires accurate knowledge of the redshift distribution of all sources. The clustering-redshift technique exploits the angular cross-correlation of a target galaxy sample with unknown…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-15 J. L. van den Busch , H. Hildebrandt , A. H. Wright , C. B. Morrison , C. Blake , B. Joachimi , T. Erben , C. Heymans , K. Kuijken , E. N. Taylor

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

Inferring the values and uncertainties of cosmological parameters in a cosmology model is of paramount importance for modern cosmic observations. In this paper, we use the simulation-based inference (SBI) approach to estimate cosmological…

Cosmology and Nongalactic Astrophysics · Physics 2022-08-02 Moonzarin Reza , Yuanyuan Zhang , Brian Nord , Jason Poh , Aleksandra Ciprijanovic , Louis Strigari

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Methodology · Statistics 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

This thesis introduces a set of methods for testing models of modified gravity using galaxy clusters. In particular, a technique for constraining models with a chameleon screening is introduced. In addition, the outlined technique is…

Cosmology and Nongalactic Astrophysics · Physics 2020-11-18 Andrius Tamosiunas

Weak lensing mass-mapping is a useful tool to access the full distribution of dark matter on the sky, but because of intrinsic galaxy ellipticies and finite fields/missing data, the recovery of dark matter maps constitutes a challenging…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-05 Benjamin Remy , Francois Lanusse , Niall Jeffrey , Jia Liu , Jean-Luc Starck , Ken Osato , Tim Schrabback

The advent of the new generation of wide field galaxy surveys makes large N-body cosmological simulations a necessary evil. While the cosmological simulation codes have evolved a lot since the first calculations in the 80s, the…

Cosmology and Nongalactic Astrophysics · Physics 2017-09-15 Claudio Llinares

Mock halo catalogues are indispensable data products for developing and validating cosmological inference pipelines. A major challenge in generating mock catalogues is modelling the halo or galaxy bias, which is the mapping from matter…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-16 Simon Ding , Guilhem Lavaux , Jens Jasche

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-06 Davide Piras , Alicja Polanska , Alessio Spurio Mancini , Matthew A. Price , Jason D. McEwen

The accurate determination of the true redshift distributions in tomographic bins is critical for cosmological constraints from photometric surveys. The proposed redshift self-calibration method, which utilizes the photometric galaxy…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-10 Hui Peng , Yu Yu

Determining the redshift distribution $n(z)$ of galaxy samples is essential for several cosmological probes including weak lensing. For imaging surveys, this is usually done using photometric redshifts estimated on an object-by-object…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-31 Jörg Herbel , Tomasz Kacprzak , Adam Amara , Alexandre Refregier , Claudio Bruderer , Andrina Nicola