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Covariance matrix estimation, a classical statistical topic, poses significant challenges when the sample size is comparable to or smaller than the number of features. In this paper, we frame covariance matrix estimation as a compound…

Methodology · Statistics 2025-03-04 Huqin Xin , Sihai Dave Zhao

We propose algorithms for addressing the bias of the posterior mean when used as an estimator of parameters. These algorithms build upon the recently proposed Bayesian infinitesimal jackknife approximation (Giordano and Broderick (2023))…

Methodology · Statistics 2024-09-06 Yukito Iba

We present the integrated 3-point correlation functions (3PCF) involving both the cosmic shear and the galaxy density fields. These are a set of higher-order statistics that describe the modulation of local 2-point correlation functions…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-29 Anik Halder , Zhengyangguang Gong , Alexandre Barreira , Oliver Friedrich , Stella Seitz , Daniel Gruen

Weak gravitational lensing requires precise measurements of galaxy shapes and therefore an accurate knowledge of the PSF model. The latter can be a source of systematics that affect the shear two-point correlation function. A key stake of…

We derive analytic covariance matrices for the $N$-Point Correlation Functions (NPCFs) of galaxies in the Gaussian limit. Our results are given for arbitrary $N$ and projected onto the isotropic basis functions of Cahn & Slepian (2020),…

Cosmology and Nongalactic Astrophysics · Physics 2022-08-31 Jiamin Hou , Robert N. Cahn , Oliver H. E. Philcox , Zachary Slepian

[Abridged] We seek approximations to the cosmic shear covariance that are as easy to use as the common approximations based on normal statistics, but yield more accurate covariance matrices and parameter errors. We derive expressions for…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Stefan Hilbert , Jan Hartlap , Peter Schneider

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

Two-point correlation functions (2PCF) are widely used to characterize how points cluster in space. In this work, we study the problem of measuring the 2PCF over a large set of points, restricted to a subset satisfying a property of…

Computer Vision and Pattern Recognition · Computer Science 2026-04-08 Max Hamilton , Daniel Sheldon , Subhransu Maji

We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation. The shrinkage technique optimally combines an empirical…

Astrophysics · Physics 2009-11-13 Adrian C. Pope , István Szapudi

We derive in this paper expressions for the covariance matrix of the cosmic shear two-point correlation functions which are readily applied to any survey geometry. Furthermore, we consider the more special case of a simple survey geometry…

Astrophysics · Physics 2009-11-07 Peter Schneider , Ludovic van Waerbeke , Martin Kilbinger , Yannick Mellier

Conformal regression provides prediction intervals with global coverage guarantees, but often fails to capture local error distributions, leading to non-homogeneous coverage. We address this with a new adaptive method based on rescaling…

Machine Learning · Computer Science 2023-06-01 Nicolas Deutschmann , Mattia Rigotti , Maria Rodriguez Martinez

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

Analytical templates for the 4-Point Correlation Function (4PCF) covariance matrix have been developed in the past assuming a Gaussian Random Field (GRF). In this work, we present the second part of the beyond GRF calculation of the 4PCF…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-09 William Ortolá Leonard , Zachary Slepian

A general jackknife estimator for the asymptotic covariance of moment estimators is considered in the case when the sample is taken from a mixture with varying concentrations of components. Consistency of the estimator is demonstrated. A…

Statistics Theory · Mathematics 2019-12-18 Rostyslav Maiboroda , Olena Sugakova

We present a control-variate method for reducing the variance of power spectrum covariance matrix estimates from simulations of large-scale structure. The key idea is to pair each mock simulation with a cheap Zeldovich-approximation…

Cosmology and Nongalactic Astrophysics · Physics 2026-05-28 Boryana Hadzhiyska , Martin White

We present a comparative study of the accuracy and precision of correlation function methods and full-field inference in cosmological data analysis. To do so, we examine a Bayesian hierarchical model that predicts log-normal fields and…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-07 Florent Leclercq , Alan Heavens

Ongoing and upcoming wide-field surveys at different wavelengths will measure the distribution of galaxy clusters with unprecedented precision, demanding accurate models for the two-point correlation function (2PCF) covariance. In this…

Cosmology and Nongalactic Astrophysics · Physics 2025-05-21 Alessandra Fumagalli , Tiago Castro , Stefano Borgani , Milena Valentini

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

We present a new method, called $x$-cut cosmic shear, which optimally removes sensitivity to poorly modeled scales from the two-point cosmic shear signal. We show that the $x$-cut cosmic shear covariance matrix can be computed from the…

Cosmology and Nongalactic Astrophysics · Physics 2021-05-19 Peter L. Taylor , Francis Bernardeau , Eric Huff