Related papers: CARPool Covariance: Fast, unbiased covariance esti…
We show how the massive data compression algorithm MOPED can be used to reduce, by orders of magnitude, the number of simulated datasets that are required to estimate the covariance matrix required for the analysis of gaussian-distributed…
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positive correlation function, is…
Cosmological large-scale structure analyses based on two-point correlation functions often assume a Gaussian likelihood function with a fixed covariance matrix. We study the impact on cosmological parameter estimation of ignoring the…
Several cosmological measurements have attained significant levels of maturity and accuracy over the last decade. Continuing this trend, future observations promise measurements of the statistics of the cosmic mass distribution at an…
The spatial distribution of galaxies is a highly complex phenomenon currently impossible to predict deterministically. However, by using a statistical $\textit{bias}$ relation, it becomes possible to robustly model the average abundance of…
Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…
Accurate cosmological simulations that include the effect of non-linear matter clustering as well as of massive neutrinos are essential for measuring the neutrino mass scale from upcoming galaxy surveys. Typically, Newtonian simulations are…
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…
We study the rank of the instantaneous or spot covariance matrix $\Sigma_X(t)$ of a multidimensional continuous semi-martingale $X(t)$. Given high-frequency observations $X(i/n)$, $i=0,\ldots,n$, we test the null hypothesis…
The Lyman-$\alpha$ (Ly$\alpha$) three-dimensional correlation functions have been widely used to perform cosmological inference using the baryon acoustic oscillation (BAO) scale. While the traditional inference approach employs a data…
Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population covariance matrix $\Sigma$ is actually non-separable,…
Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…
We present a framework for inferring the dark matter halo masses of quasars and [O III]-emitting galaxies from JWST/NIRCam Wide Field Slitless Spectroscopy (WFSS) clustering measurements at z approximately 6. Using the FLAMINGO-10k N-body…
We present a fast method of producing mock galaxy catalogues that can be used to compute covariance matrices of large-scale clustering measurements and test the methods of analysis. Our method populates a 2nd-order Lagrangian Perturbation…
A classical approach to accurately estimating the covariance matrix \Sigma of a p-variate normal distribution is to draw a sample of size n > p and form a sample covariance matrix. However, many modern applications operate with much smaller…
Robust measurements based on current large-scale structure surveys require precise knowledge of statistical and systematic errors. This can be obtained from large numbers of realistic mock galaxy catalogues that mimic the observed…
Estimating stellar masses for billions of galaxies in upcoming surveys requires methods that are both accurate and computationally efficient. We present a new approach using symbolic regression trained on a simulation to derive simple,…
The baryon acoustic oscillation (BAO) reconstruction plays a crucial role in cosmological analysis for spectroscopic galaxy surveys because it can make the density field effectively more linear and more Gaussian. The combination of the…
Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear…
The dipole anisotropy seen in the {cosmic microwave background radiation} is interpreted as due to our peculiar motion. The Cosmological Principle implies that this cosmic dipole signal should also be present, with the same direction, in…