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Bibliographic Details
Main Authors: Sugiyama, Sunao, Park, Minsu
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2508.14021
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Table of Contents:
  • In many fields including cosmology, statistical inference often relies on Gaussian likelihoods whose covariance matrices are estimated from a finite number of simulations. This finite-sample estimation introduces noise into the covariance, which propagates to parameter estimates, a phenomenon known as the Dodelson-Schneider (DS) effect, leading to inflated uncertainties. While the Massively Optimized Parameter Estimation and Data compression (MOPED) algorithm offers lossless Fisher information-preserving compression, it does not mitigate the DS effect when the compression matrix itself is derived from noisy covariances. In this paper, we propose a modified compression scheme, powered MOPED ($p$-MOPED), which suppresses noise propagation by balancing information retention and covariance estimate noise reduction through a tunable power-law transformation of the sample correlation matrix. We test $p$-MOPED against standard and diagonal MOPED on toy models and on cosmological data from the Subaru Hyper Suprime-Cam Year 3 weak lensing survey. Our results demonstrate that $p$-MOPED consistently outperforms other approaches, especially in regimes with limited simulations, offering a robust compression strategy for high-dimensional data analyses under practical constraints.