Related papers: CARPool Covariance: Fast, unbiased covariance esti…
This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…
We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to…
Computing the inverse covariance matrix (or precision matrix) of large data vectors is crucial in weak lensing (and multi-probe) analyses of the large scale structure of the universe. Analytically computed covariances are noise-free and…
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,…
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 present a joint likelihood analysis of the halo power spectrum and bispectrum in real space. We take advantage of a large set of numerical simulations and of an even larger set of halo mock catalogs to provide a robust estimate of the…
Covariance pooling is a feature pooling method with good classification accuracy. Because covariance features consist of second-order statistics, the scale of the feature elements are varied. Therefore, normalizing covariance features using…
In the context of principal components analysis (PCA), the bootstrap is commonly applied to solve a variety of inference problems, such as constructing confidence intervals for the eigenvalues of the population covariance matrix $\Sigma$.…
Using separate universe simulations, we accurately quantify super-sample covariance (SSC), the typically dominant sampling error for matter power spectrum estimators in a finite volume, which arises from the presence of super survey modes.…
We introduce OneCovariance, an open-source software designed to accurately compute covariance matrices for an arbitrary set of two-point summary statistics across a variety of large-scale structure tracers. Utilising the halo model, we…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…
Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…
We present an estimator of the covariance matrix $\Sigma$ of random $d$-dimensional vector from an i.i.d. sample of size $n$. Our sole assumption is that this vector satisfies a bounded $L^p-L^2$ moment assumption over its one-dimensional…
Estimating a reliable covariance matrix for correlation functions of galaxies is a crucial task to obtain accurate cosmological constraints from galaxy surveys. We generate 2,000 independent lightcone mock luminous red galaxy (LRGs)…
Future galaxy surveys will provide accurate measurements of the matter power spectrum across an unprecedented range of scales and redshifts. The analysis of these data will require one to accurately model the imprint of non-linearities of…
Compute-in-memory (CIM) based neural network accelerators offer a promising solution to the Von Neumann bottleneck by computing directly within memory arrays. However, SRAM CIM faces limitations in executing larger models due to its cell…
We use available measurements to estimate the unknown parameters (variance, smoothness parameter, and covariance length) of a covariance function by maximizing the joint Gaussian log-likelihood function. To overcome cubic complexity in the…
Extracting accurate cosmological information from galaxy-galaxy and galaxy-matter correlation functions on non-linear scales ($\lesssim 10 h^{-1} \mathrm{Mpc}$) requires cosmological simulations. Additionally, one has to marginalise over…
It is crucial to understand and model a behavior of galaxy biasing for future ambitious galaxy redshift surveys. Using 40 large cosmological N-body simulations for a standard LambdaCDM cosmology, we study the cross-correlation coefficient…
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…