Estimating cosmological parameter covariance

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The covariance of cosmic shear correlation functions and cosmological parameter estimates using redshift information

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 Cosmic Microwave Background studies, by breaking degeneracies and providing a cross-check. Furthermore, upcoming cosmic shear surveys with photometric redshift information will ena...

متن کامل

Estimating Model Parameters with Ensemble-Based Data Assimilation: Parameter Covariance Treatment

In this work, various methods for the estimation of the parameter uncertainty and the covariance between the parameters and the state variables are investigated using the local ensemble transform Kalman filter (LETKF). Two methods are compared for the estimation of the covariances between the state variables and the parameters: one using a single ensemble for the simultaneous estimation of mode...

متن کامل

Testing Cosmological Models and Understanding Cosmological Parameter Determinations with Metaparameters

Cosmological parameters affect observables in physically distinct ways. For example, the baryon density, ωb, affects the ionization history and also the pressure of the pre-recombination fluid. To investigate the relative importance of different physical effects to the determination of ωb, and to test the cosmological model, we artificially split ωb into two ‘metaparameters’: ωbe which controls...

متن کامل

Estimating the covariance function with functional data.

This paper describes a two-step procedure for estimating the covariance function and its eigenvalues and eigenfunctions in situations where the data are curves or functions. The first step produces initial estimates of eigenfunctions using a standard principal components analysis. At the second step, these initial estimates are smoothed via local polynomial fitting, with the bandwidth in the ke...

متن کامل

Estimating the Covariance of Random Matrices

We extend to the matrix setting a recent result of Srivastava-Vershynin [21] about estimating the covariance matrix of a random vector. The result can be interpreted as a quantified version of the law of large numbers for positive semi-definite matrices which verify some regularity assumption. Beside giving examples, we discuss the notion of log-concave matrices and give estimates on the smalle...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Monthly Notices of the Royal Astronomical Society

سال: 2014

ISSN: 0035-8711,1365-2966

DOI: 10.1093/mnras/stu996