Fetching the paper…

Reading the bibliography…

2007

Shrinkage Estimation of the Power Spectrum Covariance Matrix

Pope, Adrian C., Szapudi, István

Original
PDF
Post on X

Understand

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 estimate of the covariance with a model (the target) to minimize the total mean squared error compared to the true underlying covariance.
We test this technique on N-body simulations and evaluate its performance by estimating cosmological parameters.
Using a simple diagonal target, we show that the shrinkage estimator significantly outperforms both the empirical covariance and the target individually when using a small number of simulations.

Shrinkage Estimation of the Power Spectrum Covariance Matrix · Around

Built on

Stein C., 1956, Proc. Third Berkeley Symp. Math. Stat. Probab., 1, 197
1956
Earlier work this paper cites.
Efron B., 1982, Ann. Stat., 10, 340
1982
Earlier work this paper cites.
Bond J. R., Jaffe A. H., Knox L., 2000, ApJ, 533, 19
2000
Earlier work this paper cites.
Lewis A., Challinor A., Lasenby A., 2000, ApJ, 538, 473, http://camb.info
2000
Earlier work this paper cites.
Evrard A. E., et al., 2002, ApJ, 573, 7
2002
Earlier work this paper cites.

Similar

Ledoit O., Wolf M., 2003, J. Empirical Finance, 10, 603
2003
Cited alongside, same era.
Smith R. E., et al., 2003, MNRAS, 341, 1311
2003
Cited alongside, same era.
Schäfer J., Strimmer K., 2005, Stat. App. Genet. Mol. Biol., 4, 32
2005
Cited alongside, same era.
Szapudi I., 2005, astro-ph/0505391
2005
Cited alongside, same era.

Then

Szapudi I., Pan J., Prunet S., Budavári T., 2005, ApJ, 631, L1
Original
2005
Later among the works it cites.
Chen G., Szapudi I., 2006, ApJ, 647, L87
2006
Later among the works it cites.
Hamilton A. J. S., Rimes C. D., Scoccimarro R., 2006, MNRAS, 371, 1188
2006
Later among the works it cites.
Neyrinck M. C., Szapudi I., 2007, MNRAS, 375, L51
2007
Closest in time.

Beyond the bibliography

alphaXiv searches the wider corpus for related work and actual follow-ups.

Open on alphaXiv

alphaXiv is searching for related work…