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The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance…

投资组合管理 · 定量金融 2010-04-27 Ester Pantaleo , Michele Tumminello , Fabrizio Lillo , Rosario N. Mantegna

Conventional algorithms for galaxy power spectrum estimation measure the true spectrum convolved with a survey window function, which, for parameter inference, must be compared with a similarly convolved theory model. In this work, we…

宇宙学与河外天体物理 · 物理学 2021-05-12 Oliver H. E. Philcox

In this paper, we predict the covariance matrices of both the power spectrum and the bispectrum, including full non-Gaussian contributions, redshift space distortions, linear bias effects and shot-noise corrections, using perturbation…

宇宙学与河外天体物理 · 物理学 2020-07-15 Naonori S. Sugiyama , Shun Saito , Florian Beutler , Hee-Jong Seo

Analyses of the galaxy N-Point Correlation Functions (NPCFs) have a large number of degrees of freedom, meaning one cannot directly estimate an invertible covariance matrix purely from mock catalogs, as has been the standard approach for…

宇宙学与河外天体物理 · 物理学 2025-07-02 Jessica Chellino , Alessandro Greco , Simon May , Zachary Slepian

In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…

概率论 · 数学 2010-10-05 Thomas L. Marzetta , Gabriel H. Tucci , Steven H. Simon

Over the next decade, improvements in cosmological parameter constraints will be driven by surveys of large-scale structure. Its inherent non-linearity suggests that significant information will be embedded in higher correlations beyond the…

宇宙学与河外天体物理 · 物理学 2017-07-19 Joyce Byun , Alexander Eggemeier , Donough Regan , David Seery , Robert E. Smith

We present a novel method to compress galaxy clustering three-point statistics and apply it to redshift space galaxy bispectrum monopole measurements from BOSS DR12 CMASS data considering a $k$-space range of $0.03-0.12\,h/\mathrm{Mpc}$.…

宇宙学与河外天体物理 · 物理学 2019-01-07 Davide Gualdi , Héctor Gil-Marín , Marc Manera , Benjamin Joachimi , Ofer Lahav

Uncertainties in predicting the nonlinear clustering of matter are among the most serious theoretical systematics facing the upcoming wide-field weak gravitational lensing surveys. We estimate the accuracy with which the matter power…

天体物理学 · 物理学 2011-05-12 Dragan Huterer , Masahiro Takada

We find a simple, accurate model for the covariance matrix of the real-space cosmological matter power spectrum on slightly nonlinear scales (k~0.1-0.8 h/Mpc at z=0), where off-diagonal matrix elements become substantial. The model includes…

宇宙学与河外天体物理 · 物理学 2011-06-30 Mark C. Neyrinck

We present a new class of estimators for computing small-scale power spectra and bispectra in configuration-space via weighted pair- and triple-counts, with no explicit use of Fourier transforms. Particle counts are truncated at $R_0\sim…

宇宙学与河外天体物理 · 物理学 2019-12-30 Oliver H. E. Philcox , Daniel J. Eisenstein

We compute covariance matrices for many observed estimates of the stellar mass function of galaxies from $z=0$ to $z\approx 4$, and for one estimate of the projected correlation function of galaxies split by stellar mass at $z\lesssim 0.5$.…

星系天体物理 · 物理学 2018-10-17 Andrew J. Benson

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…

宇宙学与河外天体物理 · 物理学 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

We study the accuracy of several approximate methods for gravitational dynamics in terms of halo power spectrum multipoles and their estimated covariance matrix. We propagate the differences in covariances into parameter constrains related…

Since the volume accessible to galaxy surveys is fundamentally limited, it is extremely important to analyse available data in the most optimal fashion. One way of enhancing the cosmological information extracted from the clustering of…

宇宙学与河外天体物理 · 物理学 2016-09-20 David W. Pearson , Lado Samushia , Praful Gagrani

The forecasted accuracy of upcoming surveys of large-scale structure cannot be achieved without a proper quantification of the error induced by foreground removal (or other systematics like 0-point photometry offset). Because these errors…

宇宙学与河外天体物理 · 物理学 2017-03-29 Manuel Colavincenzo , Pierluigi Monaco , Emiliano Sefusatti , Stefano Borgani

One of the most powerful cosmological datasets when it comes to constraining neutrino masses is represented by galaxy power spectrum measurements, $P_{gg}(k)$. The constraining power of $P_{gg}(k)$ is however severely limited by…

宇宙学与河外天体物理 · 物理学 2019-03-18 Elena Giusarma , Sunny Vagnozzi , Shirley Ho , Simone Ferraro , Katherine Freese , Rocky Kamen-Rubio , Kam-Biu Luk

Covariance estimation becomes challenging in the regime where the number p of variables outstrips the number n of samples available to construct the estimate. One way to circumvent this problem is to assume that the covariance matrix is…

概率论 · 数学 2012-06-14 Richard Y. Chen , Alex Gittens , Joel A. Tropp

In recent years cosmic shear, the weak gravitational lensing effect by the large-scale structure of the Universe, has proven to be one of the observational pillars on which the cosmological concordance model is founded. Several cosmic shear…

天体物理学 · 物理学 2008-03-12 B. Joachimi , P. Schneider , T. Eifler

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…

天体物理学 · 物理学 2009-11-10 Patrick Simon , Lindsay J. King , Peter Schneider

We forecast the benefits induced by adding the bispectrum anisotropic signal to the standard, two- and three-point, clustering statistics analysis. In particular, we forecast cosmological parameter constraints including the bispectrum…

宇宙学与河外天体物理 · 物理学 2020-06-22 Davide Gualdi , Licia Verde