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(Abridged) Estimating the uncertainty on the matter power spectrum internally (i.e. directly from the data) is made challenging by the simple fact that galaxy surveys offer at most a few independent samples. In addition, surveys have non-trivial geometries, which make the interpretation of the observations even trickier, but the uncertainty can nevertheless be worked out within the Gaussian approximation. With the recent realization that Gaussian treatments of the power spectrum lead to biased error bars about the dilation of the baryonic acoustic oscillation scale, efforts are being directed towards developing non-Gaussian analyses, mainly from N-body simulations so far. Unfortunately, there is currently no way to tell how the non-Gaussian features observed in the simulations compare to those of the real Universe, and it is generally hard to tell at what level of accuracy the N-body simulations can model complicated non-linear effects such as mode coupling and galaxy bias. We propose in this paper a novel method that aims at measuring non-Gaussian error bars on the matter power spectrum directly from galaxy survey data. We utilize known symmetries of the 4-point function, Wiener filtering and principal component analysis to estimate the full covariance matrix from only four independent fields with minimal prior assumptions. With the noise filtering techniques and only four fields, we are able to recover the Fisher information obtained from a large N=200 sample to within 20 per cent, for k < 1.0 h/Mpc. Finally, we provide a prescription to extract a noise-filtered, non-Gaussian, covariance matrix from a handful of fields in the presence of a survey selection function.
[Abridged] We consider how galaxy clustering data, from Mpc to Gpc scales, from upcoming large scale structure surveys, such as Euclid and DESI, can provide discriminating information about the bispectrum shape arising from a variety of inflationary
We study the constraining power on primordial non-Gaussianity of future surveys of the large-scale structure of the Universe for both near-term surveys (such as the Dark Energy Survey - DES) as well as longer term projects such as Euclid and WFIRST.
The sufficient statistics of the one-point probability density function of the dark matter density field is worked out using cosmological perturbation theory and tested to the Millennium simulation density field. The logarithmic transformation is rec
We revisit a possible scale-dependence of local-type primordial non-Gaussianities induced by super-horizon evolution of scalar field perturbations. We develop the formulation based on $delta N$ formalism and derive the generalized form of the local-t
Model uncertainty quantification is an essential component of effective data assimilation. Model errors associated with sub-grid scale processes are often represented through stochastic parameterizations of the unresolved process. Many existing Stoch