A fast and reliable method for the comparison of covariance matrices

A fast and reliable method for the comparison of covariance matrices

Covariance matrices are important tools for obtaining reliable parameter constraints. Advancements in cosmological surveys lead to larger data vectors and, consequently, increasingly complex covariance matrices, whose number of elements grows as the square of the size of the data vector. The most st...

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Dades bibliogràfiques
Autors principals:	Ferreira, T, Marra, V
Format:	Journal article
Idioma:	English
Publicat:	Oxford University Press 2022

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