Related papers: A fast and reliable method for the comparison of c…
This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…
We propose a general procedure for estimating the variance-covariance matrix of two-step estimates of structural parameters in latent variable models. The method is partially simulation-based, in that it includes drawing simulated values of…
We study the covariance of the cross-power spectrum of different tracers for the large-scale structure. We develop the counts-in-cells framework for the multi-tracer approach, and use this to derive expressions for the full non-Gaussian…
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…
Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…
In recent years forecasting activities have become a very important tool for designing and optimising large scale structure surveys. To predict the performance of such surveys, the Fisher matrix formalism is frequently used as a fast and…
Consistency checks of cosmological data sets are an important tool because they may suggest systematic errors or the type of modifications to $\Lambda$CDM necessary to resolve current tensions. In this work, we derive an analytic method for…
Accurate estimation of the covariance matrix of cosmic shear statistics is essential for cosmological analyses using current and upcoming wide-area weak lensing surveys. In this work, we investigate analytical methods for computing the…
Recently, it has been shown that cross-correlating CMB lensing and 3D cosmic shear allows to considerably tighten cosmological parameter constraints. We investigate whether similar improvement can be achieved in a conventional tomographic…
We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…
Third-order weak lensing statistics are a promising tool for cosmological analyses since they extract cosmological information in the non-Gaussianity of the cosmic large-scale structure. However, such analyses require precise and accurate…
We perform a cosmic shear analysis in harmonic space using the first year of data collected by the Dark Energy Survey (DES-Y1). We measure the cosmic weak lensing shear power spectra using the Metacalibration catalogue and perform a…
We present here the cosmo-SLICS, a new suite of simulations specially designed for the analysis of current and upcoming weak lensing data beyond the standard two-point cosmic shear. We sample the $[\Omega_{\rm m}, \sigma_8, h, w_0]$…
We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double sparsity. The estimation method is maximum likelihood,…
The accurate computation of the covariance matrix of fitted model parameters is a somewhat neglected task in Statistics. Algorithms are given for computing accurate covariance matrices derived from computing the Hessian matrix by numerical…
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…
The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many…
We present simulations of a cosmic shear survey and show how the survey geometry influences the accuracy of determination of cosmological parameters. We numerically calculate the full covariance matrices of the two-point statistics \xi_+,…
Dark matter cannot be observed directly, but its weak gravitational lensing slightly distorts the apparent shapes of background galaxies, making weak lensing one of the most promising probes of cosmology. Several observational studies have…
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…