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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…

Information Theory · Computer Science 2019-10-17 Xu Zhang , Wei Cui , Yulong Liu

Shape dependence of higher order correlations introduces complication in direct determination of these quantities. For this reason theoretical and observational progress has been restricted in calculating one point distribution functions…

Astrophysics · Physics 2007-05-23 Dipak Munshi , Adrian L. Melott

We compute the covariance of the galaxy power spectrum multipoles in perturbation theory, including the effects of nonlinear evolution, nonlinear and nonlocal bias, radial redshift-space distortions, arbitrary survey window and shot noise.…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-08 Digvijay Wadekar , Roman Scoccimarro

We present a method to estimate non-Gaussian power spectrum covariance matrices by directly measuring the response of the small-scale power spectrum to long-wavelength perturbations via bispectrum and trispectrum estimators. Specifically,…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-21 Samuel Goldstein , Kendrick M. Smith , Utkarsh Giri , Moritz Münchmeyer

We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval.…

Methodology · Statistics 2020-06-08 Zhenhua Lin , Jane-Ling Wang

Accurate modelling of redshift-space distortions (RSD) is challenging in the non-linear regime for two-point statistics e.g. the two-point correlation function (2PCF). We take a different perspective to split the galaxy density field…

Cosmology and Nongalactic Astrophysics · Physics 2021-07-14 Enrique Paillas , Yan-Chuan Cai , Nelson Padilla , Ariel Sánchez

Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient…

Machine Learning · Statistics 2024-11-11 Vincent Zhihao Zheng , Lijun Sun

Analytical expressions for covariances of weak lensing statistics related to the aperture mass $\Map$ are derived for realistic survey geometries such as SNAP for a range of smoothing angles and redshift bins. We incorporate the…

Astrophysics · Physics 2009-11-10 Dipak Munshi , Patrick Valageas

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…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-24 Pierre Fleury

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…

Statistics Theory · Mathematics 2019-12-23 Hai Shu , Bin Nan

We study the statistics of weak lensing convergence peaks, such as their abundance and two-point correlation function (2PCF), for a wide range of cosmological parameters $\Omega_m$ and $\sigma_8$ within the standard $\Lambda$CDM paradigm,…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-08 Christopher T. Davies , Marius Cautun , Baojiu Li

In this work, which is the first of a series to prepare a cosmological parameter analysis with third-order cosmic shear statistics, we model both the shear three-point correlation functions $\Gamma^{(i)}$ and the third-order aperture…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-05 Sven Heydenreich , Laila Linke , Pierre Burger , Peter Schneider

We present a new algorithm for efficiently computing the $N$-point correlation functions (NPCFs) of a 3D density field for arbitrary $N$. This can be applied both to a discrete spectroscopic galaxy survey and a continuous field. By…

Instrumentation and Methods for Astrophysics · Physics 2021-10-27 Oliver H. E. Philcox , Zachary Slepian , Jiamin Hou , Craig Warner , Robert N. Cahn , Daniel J. Eisenstein

The three-point correlation function (3PCF) provides an important view into the clustering of galaxies that is not available to its lower order cousin, the two-point correlation function (2PCF). Higher order statistics, such as the 3PCF,…

Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…

Statistics Theory · Mathematics 2015-05-07 William Kleiber

We introduce Probabilistic Coordinate Fields (PCFs), a novel geometric-invariant coordinate representation for image correspondence problems. In contrast to standard Cartesian coordinates, PCFs encode coordinates in correspondence-specific…

Computer Vision and Pattern Recognition · Computer Science 2023-06-21 Weiyue Zhao , Hao Lu , Xinyi Ye , Zhiguo Cao , Xin Li

This paper presents a comparison of the predictions for the 2 and 3-point correlation functions of density fluctuations, xi_2 and xi_3, in gravitational perturbation theory (PT) against large Cold Dark Matter (CDM) simulations. This…

Astrophysics · Physics 2009-11-07 J. Barriga , E. Gaztanaga

An unbiased estimator for the ellipticity of an object in a noisy image is given in terms of the image moments. Three assumptions are made: i) the pixel noise is normally distributed, although with arbitrary covariance matrix, ii) the image…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-09 Nicolas Tessore

Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…

Machine Learning · Computer Science 2022-08-22 Fabian Küppers , Jonas Schneider , Anselm Haselhoff

We present the large-scale 3-point correlation function (3PCF) of the SDSS DR12 CMASS sample of $777,202$ Luminous Red Galaxies, the largest-ever sample used for a 3PCF or bispectrum measurement. We make the first high-significance…