Effects of Survey Geometry on Power Spectrum Covariance for Cosmic Shear Survey

Similar documents
Project: IEEE P Working Group for Wireless Personal Area Networks (WPANs)

Geometry Factors pt. II, Error Analysis, and Optimizations

IDENTIFYING BROAD AND NARROW FINANCIAL RISK FACTORS VIA CONVEX OPTIMIZATION: PART II

Dynamic Response of Jackup Units Re-evaluation of SNAME 5-5A Four Methods

High Dimensional Bayesian Optimisation and Bandits via Additive Models

Computer Exercise 2 Simulation

arxiv: v1 [astro-ph.im] 22 Jan 2009

Log-Robust Portfolio Management

dt+ ρσ 2 1 ρ2 σ 2 κ i and that A is a rather lengthy expression that we may or may not need. (Brigo & Mercurio Lemma Thm , p. 135.

Modelling strategies for bivariate circular data

dt + ρσ 2 1 ρ2 σ 2 B i (τ) = 1 e κ iτ κ i

Multi-Period Trading via Convex Optimization

Copulas? What copulas? R. Chicheportiche & J.P. Bouchaud, CFM

Nonlinear Manifold Learning for Financial Markets Integration

Structural credit risk models and systemic capital

9.1 Principal Component Analysis for Portfolios

Project 1: Double Pendulum

Tangent Lévy Models. Sergey Nadtochiy (joint work with René Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford.

A Stochastic Reserving Today (Beyond Bootstrap)

An Online Appendix of Technical Trading: A Trend Factor

Accelerated Stochastic Gradient Descent Praneeth Netrapalli MSR India

Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates

Statistical and Computational Inverse Problems with Applications Part 5B: Electrical impedance tomography

Machine Learning for Quantitative Finance

Robust Longevity Risk Management

SAQ KONTROLL AB Box 49306, STOCKHOLM, Sweden Tel: ; Fax:

THE DISTRIBUTION OF LOAN PORTFOLIO VALUE * Oldrich Alfons Vasicek

Robust Optimization Applied to a Currency Portfolio

MAKING OPTIMISATION TECHNIQUES ROBUST WITH AGNOSTIC RISK PARITY

IDENTIFYING BROAD AND NARROW FINANCIAL RISK FACTORS VIA CONVEX OPTIMIZATION: PART I

Probabilistic Meshless Methods for Bayesian Inverse Problems. Jon Cockayne July 8, 2016

Amath 546/Econ 589 Univariate GARCH Models

Calibration Lecture 4: LSV and Model Uncertainty

Automated PSF measurement and homogenization in DESDM

Choice Probabilities. Logit Choice Probabilities Derivation. Choice Probabilities. Basic Econometrics in Transportation.

12. Conditional heteroscedastic models (ARCH) MA6622, Ernesto Mordecki, CityU, HK, 2006.

Earnings Inequality and the Minimum Wage: Evidence from Brazil

A Structural Model of Continuous Workout Mortgages (Preliminary Do not cite)

Quantitative Introduction ro Risk and Uncertainty in Business Module 5: Hypothesis Testing Examples

Riemannian Geometry, Key to Homework #1

Monte Carlo Methods for Uncertainty Quantification

A Correlated Sampling Method for Multivariate Normal and Log-normal Distributions

Portfolio Management and Optimal Execution via Convex Optimization

Overnight Index Rate: Model, calibration and simulation

Practical Section 02 May 02, Part 1: Analytic transforms versus FFT algorithm. AnalBoxCar = 2*AB*BW*sin(2*pi*BW*f).

The method of Maximum Likelihood.

1 Explaining Labor Market Volatility

Chapter 7: Portfolio Theory

Estimation Appendix to Dynamics of Fiscal Financing in the United States

ISI, RIN and MPN Modeling: Some Clarifications

Dynamic Portfolio Execution Detailed Proofs

A local RBF method based on a finite collocation approach

Equilibrium Asset Pricing: With Non-Gaussian Factors and Exponential Utilities

Regret-based Selection

A model reduction approach to numerical inversion for parabolic partial differential equations

Parameter estimation in SDE:s

ARCH Models and Financial Applications

LECTURE 3: FREE CENTRAL LIMIT THEOREM AND FREE CUMULANTS

Extended Libor Models and Their Calibration

Impact of Calendar Effects. in the Volatility of Vale Shares

EX-POST VERIFICATION OF PREDICTION MODELS OF WAGE DISTRIBUTIONS

An Introduction to Statistical Extreme Value Theory

Application of Moment Expansion Method to Option Square Root Model

Modeling Volatility Risk in Equity Options: a Cross-sectional approach

Modeling Co-movements and Tail Dependency in the International Stock Market via Copulae

Multilevel quasi-monte Carlo path simulation

In terms of covariance the Markowitz portfolio optimisation problem is:

ASTIN Colloquium Understanding Split Credibility. Ira Robbin, PhD AVP and Senior Pricing Actuary Endurance US Insurance Operations

Imperfect Information and Market Segmentation Walsh Chapter 5

Final exam solutions

CHAPTER II LITERATURE STUDY

I. Return Calculations (20 pts, 4 points each)

Mathematics of Finance Final Preparation December 19. To be thoroughly prepared for the final exam, you should

Direct Methods for linear systems Ax = b basic point: easy to solve triangular systems

Nobel Symposium Money and Banking

Graduate School of Business, University of Chicago Business 41202, Spring Quarter 2007, Mr. Ruey S. Tsay. Solutions to Final Exam

IEOR E4703: Monte-Carlo Simulation

Operational Risk Aggregation

Lecture IV Portfolio management: Efficient portfolios. Introduction to Finance Mathematics Fall Financial mathematics

Genetics and/of basket options

The rth moment of a real-valued random variable X with density f(x) is. x r f(x) dx

Option-Implied Information in Asset Allocation Decisions

Learning from cycles

Heterogeneous Firm, Financial Market Integration and International Risk Sharing

Multi-dimensional Term Structure Models

Estimating Market Power in Differentiated Product Markets

Course information FN3142 Quantitative finance

A model reduction approach to numerical inversion for parabolic partial differential equations

Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series

Simulation Wrap-up, Statistics COS 323

Premia 14 HESTON MODEL CALIBRATION USING VARIANCE SWAPS PRICES

Phys 731: String Theory - Assignment 2

HIGH ORDER DISCONTINUOUS GALERKIN METHODS FOR 1D PARABOLIC EQUATIONS. Ahmet İzmirlioğlu. BS, University of Pittsburgh, 2004

Synthetic CDO Pricing Using the Student t Factor Model with Random Recovery

Chapter 5 The Production Process and Costs

Modeling the extremes of temperature time series. Debbie J. Dupuis Department of Decision Sciences HEC Montréal

The University of Chicago, Booth School of Business Business 41202, Spring Quarter 2017, Mr. Ruey S. Tsay. Solutions to Final Exam

An Implementation of Markov Regime Switching GARCH Models in Matlab

IMPLEMENTING THE SPECTRAL CALIBRATION OF EXPONENTIAL LÉVY MODELS

Bayesian Finance. Christa Cuchiero, Irene Klein, Josef Teichmann. Obergurgl 2017

Transcription:

Effects of Survey Geometry on Power Spectrum Covariance for Cosmic Shear Survey Ryuichi Takahashi (Hirosaki U) with Shunji Soma, Masahiro Takada and Issha Kayo RT+, in preparation

Abstract What survey shape is the BEST (or WORST) to extract the cosmological information in weak-lensing cosmic shear survey?

Quiz Which observational survey geometry is better to extract the cosmological information in weak-lensing cosmic shear survey? Square VS Belt Elongated Rectangular the surface areas are same

Quiz Which observational survey geometry is better to extract the cosmological information in weak-lensing cosmic shear survey? Square VS Belt Elongated Rectangular better the surface areas are same

Quiz2 Which observational survey geometry is better to extract the cosmological information in weak-lensing cosmic shear survey? Square Sparse Sampling VS the surface areas are same

Quiz2 Which observational survey geometry is better to extract the cosmological information in weak-lensing cosmic shear survey? Square Sparse Sampling VS better the surface areas are same

Summary Sparse Sampling Belt Elongated Rectangular The above observational shapes have advantages at both large and small scales: larger-scale fluctuations can be measured @large scales (e.g. Kaiser 1986, 1998; Kilbinger & Schneider 2004; Chiang+ 2013) the non-gaussian error can be suppressed @small scales

Summary Sparse Sampling Belt Elongated Rectangular The above observational shapes have advantages at both large and small scales: larger-scale fluctuations can be measured @large scales (e.g. Kaiser 1986, 1998; Kilbinger & Schneider 2004; Chiang+ 2013) the non-gaussian error can be suppressed @small scales

Summary Sparse Sampling Belt Elongated Rectangular Signal-to-Noise in power spectrum measurement can be 3 times higher than the S/N in the square observational shape ( 9 times larger survey area)

Introduction Weak-lensing cosmic shear is a powerful observational tool to constrain the cosmological models (including dark energy). previous surveys : SDSS, CHFTLS, COSMOS, on-going & future surveys : Subaru HSC, DES, LSST, from LSST homepage

Convergence field κ(θ) : projected surface mass density at angular position θ Convergence power spectrum C(l) (=shear power spectrum) C l = 1 N l κ (l) 2 l l κ(l) N l : multipole : convergence in Fourier domain : # of mode

Measurement error @ large scales Gaussian error C(l) C(l) = 2 N l N l : # of mode observational area Gaussian error 1 (observational area) 1/2 Measurement errors of cosmological parameters 1 (observational area) 1/2

Measurement error @ small scales Small-scale fluctuations are correlated due to non-linear mode coupling (Meiksin & White 1999; Scoccimarro+ 1999) Measurement error = Gaussian error + non-gaussian error depends on non-linearity of fluctuations (scale, redshift) & survey shape What observational shape is the best to reduce the non-gaussian error?

Log-normal Convergence field Convergence field is assumed to follow log-normal distribution which is supported by gravitational-lensing ray-tracing simulations (e.g. Jain+ 2000; Taruya+ 2002; Das & Ostriker 2006; RT+ 2011) κ 0 2 σ κ : minimum convergence empty beam : variance the mean is zero dp dκ κ 0 0 κ

203deg Log-normal Convergence Maps input power spectrum at redshift 0.9 halo-fit nonlinear model each map is a square shape 203x203 deg 2 (= 4π stradian) angular resolution = 1arcmin 1000 maps prepared θ 2 cut a region & calculate the power spectrum 0 203deg θ 1

Log-normal Convergence Maps We calculate the power spectra & covariance from the 1000 maps SN(Signal-to-Noise ratio) in power spectrum measurement Cumulative SN up to l max S N 2 = C ij 1 l i,l j <l max C W l i C W (l i ) C W (l) : power spectrum C ij : covariance

Results rectangular observational shape with an area of 100deg^2 θ A θ B θ A θ B = 100 deg 2

Cumulative SN for rectangular observational shapes Survey area = 100deg^2 Cumulative SN up to l_max z s = 0.9 Maximum multipole

Cumulative SN for rectangular observational shapes Survey area = 100deg^2 Cumulative SN up to l_max 2 times better 3 times better z s = 0.9 Maximum multipole

What observational survey shape is the best (or worst) to suppress the non-gaussian error in the power spectrum measurement Problem setting : 1. prepare 100 small patches, each patch has an area of 1x1 deg^2 2. place these 100 patches on the all sky (203x203 deg^2) survey area is 100deg^2 in total

100 deg^2 area in total

Cumulative SN up to l_max 3 times better 3 times better Maximum multipole

The non-gaussian error depends on variance of convergence in the survey region: (Hilbert+ 2011; Takada & Hu 2013) σ W 2 = d 2 q 2π 2 W q 2 C(q) = 1 S W 2 d2 θ 1 d 2 θ 2 W θ 1 W(θ 2 )ξ( θ 1 θ 2 ) Two-point correlation function Small non-gaussian error Small variance σ W 2

Two-point correlation function of convergence ξ has a minimum at θ=15deg Best separation among the patches is ~15deg Separation angle

100 deg^2 area in total Each patch is separated by ~15deg separation

Sparse sampling 1x1 deg^2 patches are placed in a configuration 10x10 with a separation θsep

Cumulative SN up to l_max Maximum multipole

Cumulative SN up to l_max more sparse distribution is better Maximum multipole

Summary Sparse Sampling Belt Elongated Rectangular The above observational shapes have advantages at both large and small scales: larger-scale fluctuations can be measured @large scales (e.g. Kaiser 1986, 1998; Kilbinger & Schneider 2004; Chiang+ 2013) the non-gaussian error can be suppressed @small scales

Power Spectrum Covariance for Log-normal Field Survey window function Total survey area W θ = 1 0 inside the survey region otherwise S W = d 2 θ W(θ) Power spectrum convolved with the window function C W (l) = 1 S W d 2 q W l q 2 C(q) Circular-averaged band power spectrum CW l = 1 S W l l d 2 l N l d 2 q 2π 2 W l q 2 C(q) N l = 2πl l : # of modes in (l l 2, l + l 2)

Power spectrum covariance (Takada & Hu 2013) C ij = CW l i, C W l j = 1 S W 2 N l C W(l i ) 2 δ ij + T W (l i, l j ) Gaussian non-gaussian terms = C G ij+ C T0 ij + C σ W ij 1 / (survey area) C G ij = 1 S W 2 N l C W(l i ) 2 δ ij depends on the survey geometry (beat-coupling term) C T0 ij = 1 S W l l i d 2 l N li d2 l T(l, l, l, l ) l l j N lj C σ W ij = 4 κ 0 2 σ W 2 C l i C(l j ) σ W 2 = d 2 q 2π 2 W q 2 C(q) Variance of convergence in the survey region

The trispectrum can be written in term of power spectra for the log-normal field Hilbert+ (2011) showed that a four point correlation function of log-normal field can be written in terms of its two point function Power spectrum covariance can be written in terms of its power spectrum

Gaussian three independent data Non-Gaussian Cls are fully correlated at different k single data Non-Gaussian error depends on survey geometry Optimal survey geometry can reduce the non-gaussian errors

シミュレーションマップを使った解析 Cylindrically-averaged power spectrum estimator C W,r l = 1 S W 1 N l κ W,r(l ) 2 l l Mean power spectrum C W l = 1 N r C N W,r (l) r r=1 N r = 1000 : # of realizations Covariance matrix C ij = CW l i, C W l j = 1 N r 1 N r r=1 C W,r l i C W l i C W,r (l i ) C W l j Cumulative SN(Signal-to-Noise ratio) up to l max S N 2 = Cij 1 l<l max C W l i C W (l i )

Ray-tracing simulation (Taruya+ 2002)

Covariance matrix (diagonal elements) Variance Multipole

Covariance matrix (off-diagonal elements) C ij C ii C jj Multipole