fisher matrix
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2021 ◽  
Vol 2021 (10) ◽  
pp. 044
Author(s):  
Setareh Foroozan ◽  
Alex Krolewski ◽  
Will J. Percival

2020 ◽  
Vol 37 (11) ◽  
pp. 115006 ◽  
Author(s):  
Richard O’Shaughnessy ◽  
Prakash Nepal ◽  
A Lundgren
Keyword(s):  

2020 ◽  
Vol 15 (S359) ◽  
pp. 46-48
Author(s):  
Diogo H. F. de Souza ◽  
Basílio X. Santiago

AbstractWe aim to do forecasts for the Legacy Survey of Space and Time (LSST) with a theoretical modeling of the two point angular correlation function. The Fisher matrix is the starting point. This is a square matrix over the cosmological parameters, whose diagonal contains direct informations on the parameters expected uncertainties.


2019 ◽  
Vol 486 (1) ◽  
pp. 708-724
Author(s):  
Sihan Yuan ◽  
Daniel J Eisenstein

Abstract Covariance matrix estimation is a persistent challenge for cosmology, often requiring a large number of synthetic mock catalogues. The off-diagonal components of the covariance matrix also make it difficult to show representative error bars on the 2-point correlation function (2PCF) since errors computed from the diagonal values of the covariance matrix greatly underestimate the uncertainties. We develop a routine for decorrelating the projected and anisotropic 2PCF with simple and scale-compact transformations on the 2PCF. These transformation matrices are modelled after the Cholesky decomposition and the symmetric square root of the Fisher matrix. Using mock catalogues, we show that the transformed projected and anisotropic 2PCF recover the same structure as the original 2PCF while producing largely decorrelated error bars. Specifically, we propose simple Cholesky-based transformation matrices that suppress the off-diagonal covariances on the projected 2PCF by ${\sim } 95{{\ \rm per\ cent}}$ and that on the anisotropic 2PCF by ${\sim } 87{{\ \rm per\ cent}}$. These transformations also serve as highly regularized models of the Fisher matrix, compressing the degrees of freedom so that one can fit for the Fisher matrix with a much smaller number of mocks.


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