Data compression and covariance matrix inspection: Cosmic shear

@article{Ferreira2020DataCA,
  title={Data compression and covariance matrix inspection: Cosmic shear},
  author={Tassia Ferreira and Tianqing Zhang and Nianyi Chen and S. Dodelson},
  journal={arXiv: Cosmology and Nongalactic Astrophysics},
  year={2020}
}
Covariance matrices are among the most difficult pieces of end-to-end cosmological analyses. In principle, for two-point functions, each component involves a four-point function, and the resulting covariance often has hundreds of thousands of elements. We investigate various compression mechanisms capable of vastly reducing the size of the covariance matrix in the context of cosmic shear statistics. This helps identify which of its parts are most crucial to parameter estimation. We start with… 

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