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arXiv 1402.6983astro-ph.CO
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宇宙学参数协方差的估计

Estimating Cosmological Parameter Covariance

Andy Taylor, Benjamin Joachimi

摘要:

我们调查宇宙学参数协方差矩阵估计的偏差和误差,由于采样或建模的数据协方差矩阵,似然宽度和峰值散布估计。我们表明,这些估计不一致,除非数据的协方差是完全已知的。对于采样数据协方差,具有高斯分布的数据和参数,从似然宽度估计的参数协方差矩阵具有Wishart分布,从中我们导出均值和协方差。这个平均值是有偏的,我们提出了一个无偏估计的参数协方差矩阵。比较我们的分析结果的数据协方差矩阵的数值Wishart采样器,我们发现很好的协议。找到了峰值散射估计的平均参数协方差的精确估计,并将其协方差拟合到数值分析中。平均值再次有偏,我们提出了一个无偏估计的峰值参数协方差。对于采样数据协方差,宽度估计比峰值散布估计更准确。我们调查建模的数据协方差,或等效的数据压缩,并表明,峰值散射估计是不太敏感的模型数据协方差矩阵的偏差比宽度估计,但需要独立的实现的数据,以减少统计误差。如果峰值估计器上的模型偏差足够低,则这是有希望的,否则采样宽度估计器是优选的。

英文摘要:

We investigate the bias and error in estimates of the cosmological parameter covariance matrix, due to sampling or modelling the data covariance matrix, for likelihood width and peak scatter estimators. We show that these estimators do not coincide unless the data covariance is exactly known. For sampled data covariances, with Gaussian distributed data and parameters, the parameter covariance matrix estimated from the width of the likelihood has a Wishart distribution, from which we derive the mean and covariance. This mean is biased and we propose an unbiased estimator of the parameter covariance matrix. Comparing our analytic results to a numerical Wishart sampler of the data covariance matrix we find excellent agreement. An accurate ansatz for the mean parameter covariance for the peak scatter estimator is found, and we fit its covariance to our numerical analysis. The mean is again biased and we propose an unbiased estimator for the peak parameter covariance. For sampled data covariances the width estimator is more accurate than the peak scatter estimator. We investigate modelling the data covariance, or equivalently data compression, and shown that the peak scatter estimator is less sensitive to biases in the model data covariance matrix than the width estimator, but requires independent realisations of the data to reduce the statistical error. If the model bias on the peak estimator is sufficiently low this is promising, otherwise the sampled width estimator is preferable.

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