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We describe an approximate statistical model for the sample variance distribution of the non-linear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate…

Weak lensing has become a powerful tool for probing the matter distribution in the Universe and constraining cosmological parameters. This paper aims to explore the fast mock generation pipeline to obtain the covariance matrix of the…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-17 Yiming Hu , Yu Yu

The evolution of the large-scale distribution of matter is sensitive to a variety of fundamental parameters that characterise the dark matter, dark energy, and other aspects of our cosmological framework. Since the majority of the mass…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-25 Ian G. McCarthy , Joop Schaye , Simeon Bird , Amandine M. C. Le Brun

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence…

Statistics Theory · Mathematics 2013-01-15 Jianqing Fan , Yuan Liao , Martina Mincheva

We compare the measurements of the bispectrum and the estimate of its covariance obtained from a set of different methods for the efficient generation of approximate dark matter halo catalogs to the same quantities obtained from full N-body…

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

Econometrics · Economics 2025-09-11 Ziyu Jiang

The dependency structure of multivariate data can be analyzed using the covariance matrix $\Sigma$. In many fields the precision matrix $\Sigma^{-1}$ is even more informative. As the sample covariance estimator is singular in…

Methodology · Statistics 2015-06-04 Viktoria Öllerer , Christophe Croux

Gaussian covariance graph model is a popular model in revealing underlying dependency structures among random variables. A Bayesian approach to the estimation of covariance structures uses priors that force zeros on some off-diagonal…

Methodology · Statistics 2021-12-07 Bongjung Sung , Jaeyong Lee

Weak lensing peak counts are a powerful statistical tool for constraining cosmological parameters. So far, this method has been applied only to surveys with relatively small areas, up to several hundred square degrees. As future surveys…

Cosmology and Nongalactic Astrophysics · Physics 2018-11-01 Janis Fluri , Tomasz Kacprzak , Raphael Sgier , Alexandre Réfrégier , Adam Amara

Recently, artificial neural networks have been gaining momentum in the field of gravitational wave astronomy, for example in surrogate modelling of computationally expensive waveform models for binary black hole inspiral and merger.…

Small sample sizes are common in many disciplines, which necessitates pooling roughly similar datasets across multiple institutions to study weak but relevant associations between images and disease outcomes. Such data often manifest…

Machine Learning · Computer Science 2024-11-19 Sotirios Panagiotis Chytas , Vishnu Suresh Lokhande , Peiran Li , Vikas Singh

Super-sample covariance (SSC) is an important effect for cosmological analyses that use the deep structure of the cosmic web; it may, however, be nontrivial to include it practically in a pipeline. We solve this difficulty by presenting a…

We use analytic covariance matrices to carry out a full-shape analysis of the galaxy power spectrum multipoles from the Baryon Oscillation Spectroscopic Survey (BOSS). We obtain parameter estimates that agree well with those based on the…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-29 Digvijay Wadekar , Mikhail M. Ivanov , Roman Scoccimarro

Covariance matrices are among the most difficult pieces of end-to-end cosmological analyses. In principle, for two-point functions, each component involves a four-point function, and the resulting covariance often has hundreds of thousands…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-20 Tassia Ferreira , Tianqing Zhang , Nianyi Chen , Scott Dodelson

This work presents a detailed covariance and correlation matrix analysis for experimentally measured cross sections obtained using the activation technique. Both statistical and systematic contributions to the covariance matrix were…

Nuclear Theory · Physics 2026-04-01 Tanmoy Bar

We investigate, in dark matter and galaxy mocks, the effects of approximating the galaxy power spectrum-bispectrum estimated covariance as a diagonal matrix, for an analysis that aligns with the specifications of recent and upcoming galaxy…

Cosmology and Nongalactic Astrophysics · Physics 2024-01-12 Sergi Novell-Masot , Héctor Gil-Marín , Licia Verde

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Statistics Theory · Mathematics 2022-11-24 Shurui Lv , Yan Wang , Jun Yu

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…

Cosmology and Nongalactic Astrophysics · Physics 2019-11-13 Ross O'Connell

In a Boson Sampling quantum optical experiment we send $n$ individual photons into an $m$-mode interferometer and we measure the occupation pattern on the output. The statistics of this process depending on the permanent of a matrix…

Quantum Physics · Physics 2026-03-18 Samo Novák , Raúl García-Patrón