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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

Cosmological weak lensing by the large scale structure of the Universe, cosmic shear, is coming of age as a powerful probe of the parameters describing the cosmological model and matter power spectrum. It complements CMB studies, by…

Astrophysics · Physics 2009-11-10 Patrick Simon , Lindsay J. King , Peter Schneider

In cosmic shear likelihood analyses the covariance is most commonly assumed to be constant in parameter space. Therefore, when calculating the covariance matrix (analytically or from simulations), its underlying cosmology should not…

Astrophysics · Physics 2015-05-13 Tim Eifler , Peter Schneider , Jan Hartlap

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,…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-21 Theodore Steele , Robert Smith , Roisin O'Connor

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…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-21 Alessandra Fumagalli , Matteo Biagetti , Alexandro Saro , Emiliano Sefusatti , Anže Slosar , Pierluigi Monaco , Alfonso Veropalumbo

Physical parameters are often constrained from the data likelihoods using sampling methods. Changing some parameters can be much more computationally expensive (`slow') than changing other parameters (`fast parameters'). I describe a method…

Cosmology and Nongalactic Astrophysics · Physics 2013-06-19 Antony Lewis

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…

Cosmology and Nongalactic Astrophysics · Physics 2022-09-13 Natalí S. M. de Santi , L. Raul Abramo

The use of sparse precision (inverse covariance) matrices has become popular because they allow for efficient algorithms for joint inference in high-dimensional models. Many applications require the computation of certain elements of the…

Computation · Statistics 2017-12-06 Per Sidén , Finn Lindgren , David Bolin , Mattias Villani

The likelihood function for cosmological parameters, given by e.g. weak lensing shear measurements, depends on contributions to the covariance induced by the nonlinear evolution of the cosmic web. As nonlinear clustering to date has only…

Cosmology and Nongalactic Astrophysics · Physics 2019-02-26 Robert Reischke , Alina Kiessling , Björn Malte Schäfer

Weak gravitational lensing is a powerful probe of cosmology, with second-order shear statistics commonly used to constrain parameters such as the matter density $\Omega_\mathrm{m}$ and the clustering amplitude $S_8$. However, parameter…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-26 Niek Wielders , Laila Linke , Pierre A. Burger , Sven Heydenreich , Lucas Porth , Peter Schneider

Focusing on the well motivated aperture mass statistics $\Map$, we study the possibility of constraining cosmological parameters using future space based SNAP class weak lensing missions. Using completely analytical results we construct the…

Astrophysics · Physics 2007-05-23 Dipak Munshi , Patrick Valageas

We study the properties of galaxy cluster 2-point correlation function covariance matrices estimated using the linear-construction (LC) method, which is computationally up to 20 times faster than the standard sample-covariance method. Our…

Cosmology and Nongalactic Astrophysics · Physics 2026-03-12 V. Lindholm , E. Sihvola , J. Valiviita , A. Fumagalli , B. Altieri , S. Andreon , N. Auricchio , C. Baccigalupi , M. Baldi , S. Bardelli , P. Battaglia , A. Biviano , E. Branchini , M. Brescia , S. Camera , V. Capobianco , C. Carbone , V. F. Cardone , J. Carretero , S. Casas , M. Castellano , G. Castignani , S. Cavuoti , K. C. Chambers , A. Cimatti , C. Colodro-Conde , G. Congedo , L. Conversi , Y. Copin , F. Courbin , H. M. Courtois , A. Da Silva , H. Degaudenzi , G. De Lucia , H. Dole , F. Dubath , X. Dupac , S. Dusini , S. Escoffier , M. Farina , R. Farinelli , S. Ferriol , F. Finelli , P. Fosalba , S. Fotopoulou , M. Frailis , E. Franceschi , M. Fumana , S. Galeotta , K. George , B. Gillis , C. Giocoli , J. Gracia-Carpio , A. Grazian , F. Grupp , S. V. H. Haugan , W. Holmes , F. Hormuth , A. Hornstrup , K. Jahnke , M. Jhabvala , S. Kermiche , A. Kiessling , B. Kubik , M. Kunz , H. Kurki-Suonio , A. M. C. Le Brun , S. Ligori , P. B. Lilje , I. Lloro , G. Mainetti , E. Maiorano , O. Mansutti , S. Marcin , O. Marggraf , M. Martinelli , N. Martinet , F. Marulli , R. J. Massey , E. Medinaceli , S. Mei , M. Melchior , M. Meneghetti , E. Merlin , G. Meylan , A. Mora , M. Moresco , L. Moscardini , R. Nakajima , C. Neissner , S. -M. Niemi , C. Padilla , S. Paltani , F. Pasian , K. Pedersen , V. Pettorino , S. Pires , G. Polenta , M. Poncet , L. A. Popa , F. Raison , A. Renzi , J. Rhodes , G. Riccio , E. Romelli , M. Roncarelli , C. Rosset , R. Saglia , Z. Sakr , A. G. Sánchez , D. Sapone , P. Schneider , T. Schrabback , A. Secroun , G. Seidel , P. Simon , C. Sirignano , G. Sirri , L. Stanco , P. Tallada-Crespí , A. N. Taylor , I. Tereno , S. Toft , R. Toledo-Moreo , F. Torradeflot , I. Tutusaus , T. Vassallo , G. Verdoes Kleijn , Y. Wang , J. Weller , G. Zamorani , E. Zucca , T. Castro , J. Martín-Fleitas , P. Monaco , A. Pezzotta , V. Scottez , M. Sereno , M. Viel , D. Sciotti

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…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Andy Taylor , Benjamin Joachimi , Thomas Kitching

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…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-08 Étienne Camphuis , Karim Benabed , Silvia Galli , Éric Hivon , Marc Lilley

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…

Instrumentation and Methods for Astrophysics · Physics 2017-12-06 Oliver Friedrich , Tim Eifler

An accurate covariance matrix is essential for obtaining reliable cosmological results when using a Gaussian likelihood. In this paper we study the covariance of pseudo-$C_\ell$ estimates of tomographic cosmic shear power spectra. Using two…

The final step of most large-scale structure analyses involves the comparison of power spectra or correlation functions to theoretical models. It is clear that the theoretical models have parameter dependence, but frequently the…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-13 Martin White , Nikhil Padmanabhan

We present a fast Markov Chain Monte-Carlo exploration of cosmological parameter space. We perform a joint analysis of results from recent CMB experiments and provide parameter constraints, including sigma_8, from the CMB independent of…

Astrophysics · Physics 2008-11-26 Antony Lewis , Sarah Bridle

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Methodology · Statistics 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

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…

Cosmology and Nongalactic Astrophysics · Physics 2013-10-30 Scott Dodelson , Michael D. Schneider
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