2013
DOI: 10.1103/physrevd.88.063537
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The effect of covariance estimator error on cosmological parameter constraints

Abstract: 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 directly to increased uncertainties in cosmological parameters. When the covariance matrix is determined by simulations, the resulting variance of the each parameter increases by a factor of order 1 þ N b =N s , where N b is the number of bands in the measurement and N s is … Show more

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Cited by 218 publications
(279 citation statements)
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“…The noise from the finite number of mock realizations requires some corrections to the χ 2 values, the width of the likelihood distribution, and the standard deviation of any parameter determined from the same set of mocks used to define the covariance matrix. These factors are defined in Hartlap et al (2007) ;Dodelson & Schneider (2013) and Percival et al (2014); we apply the factors in the same way as in, e.g., Anderson et al (2014). For our fiducial ξ(s) results, we use 1000 mocks and 18 measurement bins (fitting to the weighted mean of the NGC and SGC results).…”
Section: Parameter Estimationmentioning
confidence: 99%
“…The noise from the finite number of mock realizations requires some corrections to the χ 2 values, the width of the likelihood distribution, and the standard deviation of any parameter determined from the same set of mocks used to define the covariance matrix. These factors are defined in Hartlap et al (2007) ;Dodelson & Schneider (2013) and Percival et al (2014); we apply the factors in the same way as in, e.g., Anderson et al (2014). For our fiducial ξ(s) results, we use 1000 mocks and 18 measurement bins (fitting to the weighted mean of the NGC and SGC results).…”
Section: Parameter Estimationmentioning
confidence: 99%
“…In principle, the precision of w(θ) results should converge to the ξ phot (s ⊥ ) results as the redshift bin size is narrowed and all crosscorrelations between redshift bins are included. The clear advantage of ξ phot (s ⊥ ) is the smaller size of the data vector, which reduces the noise bias in the inverse covariance matrix (Hartlap et al 2007;Dodelson & Schneider 2013;Percival et al 2014).…”
Section: Bao Information In Mock Samplesmentioning
confidence: 99%
“…One option is to use an external estimate: generate a large number of simulated realisations of the data, and compute the uncertainty from the distribution of the measurements in them (Dodelson & Schneider 2013;Taylor et al 2013). An alternative is to use internal error estimations, based on the re-sampling of the data itself.…”
Section: Introductionmentioning
confidence: 99%