Related papers: Precision matrix expansion - efficient use of nume…

The determination of the covariance matrix and its inverse, the precision matrix, is critical in the statistical analysis of cosmological measurements. The covariance matrix is typically estimated with a limited number of simulations at…

Cosmological covariance matrices are fundamental for parameter inference, since they are responsible for propagating uncertainties from the data down to the model parameters. However, when data vectors are large, in order to estimate…

The estimation of cosmological constraints from observations of the large scale structure of the Universe, such as the power spectrum or the correlation function, requires the knowledge of the inverse of the associated covariance matrix,…

Cosmological parameter estimation requires that the likelihood function of the data is accurately known. Assuming that cosmological large-scale structure power spectra data are multivariate Gaussian-distributed, we show the accuracy of…

Data analysis from upcoming large galaxy redshift surveys, such as Euclid and DESI will significantly improve constraints on cosmological parameters. To optimally extract the information from these galaxy surveys, it is important to control…

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…

Accurate and precise covariance matrices will be important in enabling planned cosmological surveys to detect new physics. Standard methods imply either the need for many N-body simulations in order to obtain an accurate estimate, or a…

Modern sky surveys are returning precision measurements of cosmological statistics such as weak lensing shear correlations, the distribution of galaxies, and cluster abundance. To fully exploit these observations, theorists must provide…

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

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…

Covariance matrices are important tools for obtaining reliable parameter constraints. Advancements in cosmological surveys lead to larger data vectors and, consequently, increasingly complex covariance matrices, whose number of elements…

Extracting parameter constraints from cosmological observations requires accurate determination of the covariance matrix for use in the likelihood function. We show here that uncertainties in the elements of the covariance matrix propagate…

Inference and Estimation in Missing Information (MI) scenarios are important topics in Statistical Learning Theory and Machine Learning (ML). In ML literature, attempts have been made to enhance prediction through precise feature selection…

Covariance matrices are essential cosmological probes of fundamental physics, providing information on numerous fundamental physical parameters and varying with any change in the underlying cosmology. However, this cosmology dependence,…

Data analysis in cosmology requires reliable covariance matrices. Covariance matrices derived from numerical simulations often require a very large number of realizations to be accurate. When a theoretical model for the covariance matrix…

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…

The covariance matrix plays a fundamental role in many modern exploratory and inferential statistical procedures, including dimensionality reduction, hypothesis testing, and regression. In low-dimensional regimes, where the number of…

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…

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…

Accurate covariance matrices are required for a reliable estimation of cosmological parameters from pseudo-power spectrum estimators. In this work, we focus on the analytical calculation of covariance matrices. We consider the case of…