Large Covariance Matrices: Accurate Models Without Mocks

Abstract

Covariance matrix estimation is a persistent challenge for cosmology. We focus on a class of model covariance matrices that can be generated with high accuracy and precision, using a tiny fraction of the computational resources that would be required to achieve comparably precise covariance matrices using mock catalogues. In previous work, the free parameters in these models were determined using sample covariance matrices computed using a large number of mocks, but we demonstrate that those parameters can be estimated consistently and with good precision by applying jackknife methods to a single survey volume. This enables model covariance matrices that are calibrated from data alone, with no reference to mocks.

arXiv commentSubmitted to MNRAS

References in corpus (29)

• HEALPix -- a Framework for High Resolution Discretization, and Fast Analysis of Data Distributed on the Sphere
• The Baryon Oscillation Spectroscopic Survey of SDSS-III
• Euclid Definition Study Report
• Why your model parameter confidences might be too optimistic -- unbiased estimation of the inverse covariance matrix
• Statistical Analysis of Galaxy Surveys - I. Robust error estimation for 2-point clustering statistics
• The DESI Experiment, a whitepaper for Snowmass 2013
• Power Spectrum Super-Sample Covariance
• The clustering of galaxies in the completed SDSS-III Baryon Oscillation Spectroscopic Survey: Observational systematics and baryon acoustic oscillations in the correlation function
• The Clustering of Galaxies in the SDSS-III Baryon Oscillation Spectroscopic Survey: Including covariance matrix errors
• Putting the Precision in Precision Cosmology: How accurate should your data covariance matrix be?
• The Effect of Covariance Estimator Error on Cosmological Parameter Constraints
• The clustering of galaxies in the completed SDSS-III Baryon Oscillation Spectroscopic Survey: cosmological implications of the configuration-space clustering wedges
• Mock galaxy catalogs using the quick particle mesh method
• Gaussian covariance matrices for anisotropic galaxy clustering measurements
• The clustering of galaxies in the completed SDSS-III Baryon Oscillation Spectroscopic Survey: theoretical systematics and Baryon Acoustic Oscillations in the galaxy correlation function
• Comparing approximate methods for mock catalogues and covariance matrices I: correlation function
• nIFTy Cosmology: Galaxy/halo mock catalogue comparison project on clustering statistics
• Dark matter statistics for large galaxy catalogs: power spectra and covariance matrices
• Accurate cosmic shear errors: do we need ensembles of simulations?
• Performance of internal Covariance Estimators for Cosmic Shear Correlation Functions
• Large Covariance Matrices: Smooth Models from the 2-Point Correlation Function
• WFIRST Science Investigation Team "Cosmology with the High Latitude Survey" Annual Report 2017
• Non-linear shrinkage estimation of large-scale structure covariance
• Optimal Redshift Weighting For Baryon Acoustic Oscillations
• The clustering of the SDSS-IV extended Baryon Oscillation Spectroscopic Survey DR14 quasar sample: Measuring the anisotropic Baryon Acoustic Oscillations with redshift weights
• Galaxy 2-Point Covariance Matrix Estimation for Next Generation Surveys
• Estimating the power spectrum covariance matrix with fewer mock samples
• Estimating sparse precision matrices
• Jackknife resampling technique on mocks: an alternative method for covariance matrix estimation

Cited by in corpus (23)

• DESI DR2 Results II: Measurements of Baryon Acoustic Oscillations and Cosmological Constraints
• DESI 2024 III: Baryon Acoustic Oscillations from Galaxies and Quasars
• Galaxy Power Spectrum Multipoles Covariance in Perturbation Theory
• Cosmological constraints from BOSS with analytic covariance matrices
• 2D-FFTLog: Efficient computation of real space covariance matrices for galaxy clustering and weak lensing
• Fewer Mocks and Less Noise: Reducing the Dimensionality of Cosmological Observables with Subspace Projections
• Robustness of baryon acoustic oscillation constraints for early-Universe modifications to $\Lambda$CDM
• The clustering of the SDSS-IV extended Baryon Oscillation Spectroscopic Survey DR16 luminous red galaxy and emission line galaxy samples: cosmic distance and structure growth measurements using multiple tracers in configuration space
• RascalC: A Jackknife Approach to Estimating Single and Multi-Tracer Galaxy Covariance Matrices
• Estimating Covariance Matrices for Two- and Three-Point Correlation Function Moments in Arbitrary Survey Geometries
• Disconnected Covariance of 2-point Functions in Large-Scale Structure
• Computing the Small-Scale Galaxy Power Spectrum and Bispectrum in Configuration-Space
• Analytic Gaussian Covariance Matrices for Galaxy $N$-Point Correlation Functions
• Semi-analytical covariance matrices for two-point correlation function for DESI 2024 data
• A First Detection of the Connected 4-Point Correlation Function of Galaxies Using the BOSS CMASS Sample
• Analytical and EZmock covariance validation for the DESI 2024 results
• One simulation to have them all: performance of the Bias Assignment Method against N-body simulations
• A Faster Fourier Transform? Computing Small-Scale Power Spectra and Bispectra for Cosmological Simulations in $\mathcal{O}(N^2)$ Time
• Validation of semi-analytical, semi-empirical covariance matrices for two-point correlation function for Early DESI data
• Decorrelating the errors of the galaxy correlation function with compact transformation matrices
• A comparison of shrinkage estimators of the cosmological precision matrix
• Origin & evolution of the Universe
• Residual Smoothing: Using Mocks to Correct Model Covariance Matrices