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Preview Error analysis in cross-correlation of sky maps: application to the ISW detection

Mon.Not.R.Astron.Soc.000,000–000 (0000) Printed5February2008 (MNLATEXstylefilev2.2) Error analysis in cross-correlation of sky maps: application to the ISW detection Anna Cabr´e, Pablo Fosalba, Enrique Gaztan˜aga & Marc Manera Institut de Ci`encies de l’Espai, IEEC-CSIC, Campus UAB, F. de Ci`encies, Torre C5 par-2, Barcelona 08193, Spain 7 0 0 5February2008 2 n a ABSTRACT J 5 ConstrainingcosmologicalparametersfrommeasurementsoftheIntegratedSachs- 1 Wolfeeffectrequiresdevelopingrobustandaccuratemethodsforcomputingstatistical 1 errors in the cross-correlationbetween maps. This paper presents a detailed compar- v ison of such error estimation applied to the case of cross-correlation of Cosmic Mi- 3 crowave Background (CMB) and large-scale structure data. We compare theoretical 9 models for error estimation with montecarlo simulations where both the galaxy and 3 the CMB maps vary around a fiducial auto-correlation and cross-correlation model 1 0 which agreeswell with the current concordanceΛCDM cosmology.Our analysis com- 7 pares estimators both in harmonic and configuration (or real) space, quantifies the 0 accuracy of the error analysis and discuss the impact of partial sky survey area and / h the choice of input fiducial model on dark-energy constraints. We show that purely p analytic approaches yield accurate errors even in surveys that cover only 10% of the - sky and that parameter constraints strongly depend on the fiducial model employed. o r Alternatively, we discuss the advantages and limitations of error estimators that can st be directly applied to data. In particular, we show that errors and covariances from a the Jack-Knife method agree well with the theoretical approaches and simulations. : v We also introduce a novel method in real space that is computationally efficient and i canbeappliedtorealdataandrealisticsurveygeometries.Finally,wepresentanum- X ber of new findings and prescriptions that can be useful for analysis of real data and r a forecasts, and present a critical summary of the analyses done to date. 1 INTRODUCTION the redshift evolution of the measured signal already pro- vides first constraints on alternative cosmological scenarios The ISW effect (Sachs & Wolfe, 1967) has emerged as a ( Corasaniti et al. 2005; Gaztan˜aga et al. 2006). new and powerful tool to probe our universe on the largest physical scales, testing deviations from General Relativity However,samplevariancefromtheprimaryCMBaniso- and the existenceof dark-energy independentof other clas- tropies limits the ability with which one can detect CMB- sical probes (e.g, Crittenden and Turok 1996; Bean and LSScorrelations.FortheobservationallyfavoredflatΛCDMmodel, Dore 2004; Lue et al 2004; Cooray et al. 2004; Garriga et evenanoptimalmeasurement ofthecross-correlation could al. 2004; Song et al. 2006). Recently, a number of groups onlyachieveasignal-to-noise ratio of 10(Crittendenand ∼ haveobtainedthefirstdetectionsoftheISWeffectbycross- Turok1996;PeirisandSpergel2000;Afshordi2004,seealso correlating low redshift tracers of the large scale structure Fig.17 below). Given the low significance level of ISW de- (LSS) with the cosmic variance limited cosmic microwave tections,agoodunderstandingofthesystematicandstatis- background(CMB)mapsobtainedbyWMAP(e.g,Boughn tical errors is crucial to optimally exploit CMB-LSS corre- andCrittenden2004;Noltaetal.2004;FosalbaandGaztan˜aga lation data that will be collected in future surveys such as 2004; Fosalba et al. 2003; Scranton et al. 2003; Afshordi et PLANCK,DES,SPT,LSST,etc.,forcosmologicalpurposes al2004,Rassatetal2006,Cabr´eetal.2006).Althoughcur- (seee.g., Pogosian et al.2005). Recentwork hasfocused on rent detectionsare only claimed at the2-4 σ level, all anal- the impact of known systematics on cross-correlation mea- yses coherently favor a flat ΛCDM model that is consistent surements (Boughn and Crittenden 2005; Afshordi 2004), with WMAP observations (Spergel et al. 2006). Moreover, however no detailed analysis has been carried out to assess (cid:13)c 0000RAS 2 Cabr´e et al. how different error estimates compare or what is the accu- Armed with this machinery, we address some of the open racydeliveredbyeachofthem.Sofar,mostofthepublished questions that have been raised in previous work on the analyseshaveimplementedonespecificerrorestimator(pri- ISW effect detection: how accurate are JK errors? are er- marilyinrealorconfigurationspace) withoutjustifyingthe ror estimators different dueto theinput theoretical models choiceof that particularestimator orquantifyingits degree or the data themselves? how many Montecarlo simulations of accuracy. shouldoneusetogetaccurateresults?canwesafelyneglect Inparticular,mostofthegroupsthatfirstclaimedISW thecross-correlation signalinthesimulations?doharmonic detections(Boughn and Crittenden2004; Nolta etal. 2004; and real space methods yield compatible results? What is Fosalba and Gaztan˜aga 2004; Fosalba et al. 2003; Scranton theuncertaintyassociated to thedifferent error estimates? et al. 2003, Rassat et a 2006) estimated errors from CMB Themethodologyandresultspresentedhereshouldlargely Gaussian montecarlo (MC) simulations alone. In this ap- apply to other cross-correlation analyses of different sky proach statistical errors areobtained from thedispersion of mapssuch as galaxy-galaxy or lensing-galaxy studies. thecross-correlationbetweentheCMBskyrealizationswith Thispaperisorganizedasfollows:Section2presentsthe a(single) fixedobservedmap tracingthenearbylarge-scale Montecarloandthetheoreticalmethodsusedtocomputethe structure. This estimator is expected to be reasonably ac- errors for the galaxy-temperature cross-correlation signal. curate as long as the cross-correlation signal is weak and Sections3& 4shows acomparison between thenormalized the CMB autocorrelation dominates the total variance of covariances and diagonal errors from different estimators. the estimator. We shall call this error estimator MC1 (see Theimpact ofthechoiceoferrorestimatoron cosmological below). parametersisdiscussedinSection5.Finally,inSection6we Fosalba,Gaztan˜aga&Castander(2003),Fosalba&Gaztan˜agasummarize our main results and conclusions. (2004), also used Jack-knife (JK) errors. They found that the JK errors perform well as compared to the MC1 esti- mator, but the JK error from the real data seems up to a factorof twosmaller(on sub-degreescales) thantheJKer- 2 METHODS rorestimatedfrom simulations.Thisdiscrepancyarisefrom Weconsiderfourmethodstoestimateerrors.Thefirstoneis thefactthatthefiducialtheoreticalmodelusedintheMC1 based on Montecarlo (MC) simulations of the pair of maps simulationsdoesnotmatchthebestfittothedata(seecon- wewanttocorrelate.Weconsidertwovariants:MC2,where clusions). pairs are correlated with a given fiducial model and MC1, Afshordiet al(2004) criticize theMC1and JK estima- whereonemapineachpairisfixedandnocross-correlation torsandimplementapurelytheoreticalGaussian estimator signalisincluded.Thenexttwomethodsrelyontheoretical in harmonic space (which we shall call TH bellow). How- estimation. We will use a popular harmonic space predic- ever,theydidnotshowwhytheirchoiceofestimatorshould tion,thatweshallcallTH(TheoryinHarmonicspace).We be more optimal or validate it with simulations. This criti- will also introduce a novel error estimator that is an ana- cism to the JK approach has been spread in the literature lytic function of the auto and cross-correlation of the fields without any critical assessment. Vielva, Martinez-Gonzalez in real space that we shall call TC (Theory in Configura- & Tucci (2006) also point out the apparent limitations of tionspace).Finally,wewillestimateJack-Knife(JK)errors the JK method and adopted the MC1 simulations instead. which uses sub-regions of the actual data map to calculate However they seem to find that the signal-to-noise of their thedispersion in our estimator. measurement dependson the statistical method used. Once we have errors estimated in one space, it is also Padmanabham etal (2005) use Fisher matrix approach possible to translate them, through Legendre transforma- and MC1-type simulations to validate and calibrate their tion, into the complementary space. We shall make a clear errors. They also claim that JK errors tend to underesti- distinction between the method for the error calculation mateerrorsbecauseofthesmallnumberofuncorrelatedJK (i.e.,MC,TH,TCorJK),andtheestimatorontowhichthe patcheson thesky,but they provideno proof of that. errors are propagated: i.e. either w(θ) or C . For example, ℓ Giannantonio et al (2006), use errors from MC simula- TH w means errors in w(θ) propagated from theoretical − tions that follow the method put forward by Boughn et al errorsoriginallycomputedinharmonicspace.Thisnotation (1997). Intheir work theerror estimator is built from pairs is summarized in Table 1. of simulation maps (of the CMB and large-scale structure In all cases (except for theJK) we are assuming Gaus- fields) including the predicted auto and cross-correlation. sian statistics. In principle, it is also possible to do all this ThisistheestimatorweshallnameMC2below.Theypoint withnon-Gaussianstatisticsbutthisrequiresparticularnon- out that their results are consistent with what is obtained Gaussianmodels,whicharecurrentlynotwellmotivatedby from the simpler MC1 estimator. observations. Ultimately, our focus here is on the compari- Inthispaperwedevelopasystematicapproachtocom- son of different methodsfor a well definedset of reasonable paredifferent error estimators in cross-correlation analyses. assumptions. (cid:13)c 0000RAS,MNRAS000,000–000 Error analysis in cross-correlation of sky maps 3 notation random Gaussian fields ψ , Table 1.Notationusedinthispaper. aT = CTT ψ , (2) ℓm ℓ 1,ℓm TC TheoryinConfigurationspace qCTG [CTG]2 1/2 TH TheoryinHarmonicspace aG = ℓ ψ + CGG ℓ ψ MC Montecarlosimulations ℓm CℓTT 1,ℓm „ ℓ − CℓTT « 2,ℓm MC2 MCofthe2fields,withcorrelationsignal p MC1 MCof1fieldalone(CMB),nocorrelationsignal for the CMB temperature (T) and galaxy over-density (G) JK Jack-knifeerrors fields, respectively, and CXY is the (cross) angular power ℓ MC2-w errorsinwTG fromMC2simulations spectrum of theX and Y fields. MC1-w errorsinwTG fromMC1simulations Oursimulations assumeamodelthatisbroadlyspeak- MC2-Cℓ errorsinCℓ fromMC2simulations ing in agreement with current observations, although the TH-w errorsinwTG fromTHtheory TC-w errorsinwTG fromTCtheory precisechoiceofparametervaluesisnotcriticalforthepur- TH-Cℓ errorsinCℓ fromTHtheory pose of this paper. We assume adiabatic initial conditions JK-w errorsinwTG fromJKsimulations and a spatially flat FRW model with the following fiducial cosmological parameters: Ω = 0.7, Ω = 0.05, Ω = 0, DE B ν n=1,h=0.7,σ =0.9.Althoughwewillbasemostofour 8 analysesonthisfiducialmodel,wehavealsorunasetof1000 2.1 Montecarlo Simulations (MC) MCsimulations foramorestrongly dark-energydominated We have run 1000 Montecarlo (MC) simulation pairs of ΛCDMmodelwithΩDE =0.8(otherparametersremainas theCMBtemperatureanisotropyandthedark-matterover- inourfiducialmodel).Thiswillallow ustotest howrobust density field, including its cross-correlation, following the are ourmain results to changes around our fiducial model. approach presented in Boughn et al. 97 (see Eq.2 below). Galaxies aredistributedin redshiftaccording toanan- These simulations are produced using the synfast routine alytic selection function, of the Healpix package1. We assume that both fields are Gaussian: this is a good approximation for the CMB field dN = 3z2e−(z/z0)3/2 (3) dz 2z3 on thelargest scales (i.e few degrees on the sky),which are 0 the relevant scales for the ISW effect. However, the mat- where zm = 1.412z0 is the median redshift of the source ter density field is weakly non-linear on these scales (eg distribution, and by definition, dN/dz =1. Note that for see Bernardeau etal 2002) and therefore non-Gaussian, i.e such selection function, one can show that its width simply R it has non-vanishing higher-order moments. Therefore our scaleswithitsmedianvalue,σz zm/2.Forconveniencewe ≃ simulationsarerealisticaslongasnon-Gaussianitydoesnot shall take zm = 0.33 as our fiducial model. For all the sky significantlyalter theCMB-mattercross-correlation andits we have set the monopole (ℓ = 0) and dipole (ℓ = 1) con- associatederrors.2 Wetakegalaxiestobefairtracersofthe tribution to zero in orderto be consistent with theWMAP underlyingspatialdistributionofthematterdensityfieldon data. large-scales: we assume that a simple linear bias model re- We have run simulations for surveys covering different latesbothfields,sothatwGG =b2wMM andwTG =bwTM. areas,rangingfrom anall-skysurvey(fsky =1)toasurvey Therefore, in what follows, we make no difference between that covers only 10% of the sky (fsky = 0.1). The latter is ◦ matter and galaxies in our analysis (other than b), without realized byintersectingaconewith anopeningangleof37 loss of generality. fromthenorthpolewiththesphere.Largersurveyareasare Decomposing our simulated fields on the sphere, we obtainedbytakinglarger openingangles.Forfsky =0.1we have havedonethesameanalysistakingacompactsquareinthe equator (with galactic coordinates l = 0o to l = 66o and f(nˆ)= a Y (nˆ) (1) ℓm ℓm b = 33o to b = 33o) and have found similar results. We Xℓm note−that the wide f =0.1 survey is comparable in area where a are the amplitudes of the scalar field projected sky ℓm anddepthtothedistributionofmainsamplegalaxiesinthe on the spherical harmonic basis Y . In our simulations, ℓm SDSSDR2-DR3. the a ’s are given by linear combinations of unit variance ℓm 1 http://healpix.jpl.nasa.gov/ 2 As a check, we will compare below, in Fig.10, the results of 2.1.1 Clustering in the simulations theMC1simulations,whichhaveafixgalaxymapwithGaussian statistics,withtheresultsusingtheobservedSDSSDR5,whichis Wehavecomputedtheangular2-point correlation function not Gaussian. We find no significant differences, indicating that the level of non-Gaussianity in observations does not influence for the galaxy over-density wGG, thetemperature wTT and muchtheerrorestimation. theircross-correlationwTG,aswellastheir(inverse)Legen- (cid:13)c 0000RAS,MNRAS000,000–000 4 Cabr´e et al. Figure 1.2-pointcorrelation function(top panels)and angular Figure 2.SameasFig.1butforawidefieldsurveyfsky =0.1 power spectra (bottom panels) for all-sky surveys with median depthzm=0.3.DifferentpanelscorrespondtoTT(Temperature- Temperature), GG (Galaxy-Galaxy) and TG (Temperature- as the expectation value of galaxy number density δ and G Galaxy)cross-correlation.Errorsshowncorrespondtodispersion temperature∆ fluctuations: overMontecarloMC2-typesimulationsbinnedwith∆ℓ=18(see T textfordetails) δ = NG 1 (6) G <NG > − ∆ = T T (in µK) (7) T 0 − dretransforms, i.e, the angular power spectra, at two positions nˆ and nˆ in the sky: 1 2 2ℓ+1 w(θ) = 4π CℓPℓ(cosθ) (4) wTG(θ)≡h∆T(nˆ1)δG(nˆ2)i, (8) Xℓ 1 where θ =|nˆ2−nˆ1|, assuming that the distribution is sta- C = 2π dcosθw(θ)P (cosθ) (5) tisticallyisotropic.Toestimatew (θ)fromthepixelmaps ℓ ℓ TG Z−1 we use: wherewedenotebyPℓ theLegendrepolynomialoforderℓ. w (θ)= i,j∆T(nˆi) δG(nˆj), (9) In real space, we define the cross-correlation function TG Npairs P (cid:13)c 0000RAS,MNRAS000,000–000 Error analysis in cross-correlation of sky maps 5 Figure 3. Convergence in normalized covariance matrix for Monte-Carlosimulations(MC2).Wecomparecovariancewhenwe increase the number of simulations. Herewe show the difference between a)thefirst100withrespecttothefirst200simulations Figure4.ConvergenceindiagonalerrorforMonte-Carlosimula- (100-200), b) 200-400, c)400-700, d)700-1000. Results show that tions.Itisshowntheerrorforthefirst100simulations(dotted), oneneeds at least700simulations forthe normalizedcovariance 200 (dashed), 400 (dash-dot), 700 (dash-dot-dot) and 999 (solid toconverge(weuse1000inouranalysis). line).With200simulationstheaccuracyinerrorsisabout20%. wherethesumextendstoallpairsi,j separated byθ ∆θ. ± 1 M Survey mask and pixel window function effects have been C = ∆wk (θ )∆wk (θ ) (10) ij M TG i TG j appropriately taken into account using SpICE (Szapudi et Xk=1 al. 2001a,b). This code has been probed to yield correct re- ∆wk (θ )=wk (θ ) w (θ ) (11) sults not only on simulations but also on real data from TG i TG i − TG i surveys with partial sky coverage and complex survey ge- wherewk (θ )isthemeasureinthek-thsimulation(k=1,...M) TG i b ometries (Fosalba and Szapudi 2004). In Fig.1 we show re- and w (θ ) is the mean over M realizations. The case i=j TG i sults from the all-sky MC2 simulations, whereas Fig.2 dis- gives thediagonal error (i.e, variance). plays the same for a survey covering 10% of the sky alone Ibnordertocheckthenumericalconvergenceinthecom- (fsky =0.1). Errorbars are computed as the rms dispersion putation of the covariance matrix, we compare the results over the MC2 simulations. For the Cℓ’s, we use linear bins using all 1000 (MC2) simulations with the ones using the with ∆ℓ = 18, to get approximately uncorrelated errobars first 100, 200, 400 or 700 simulations. For clarity we sepa- forfsky =0.1(seeFig.7and 3).Asshownintheplots,our rate our converge analysis into the diagonal elements (the § all-sky simulations are unbiased with respect to the input variance) and normalized covariance, where we divide the fiducialmodel(continuouslines): themean over1000 simu- covariance by the diagonal elements (see Eq.22). As shown lationsliesontopofthetheoretical(inputmodel)curve.For inFig.3,wefindthatthereisnonoticeabledifference( 5% ≃ finiteareasurveys,samplevariancemakesmeasurementson acuracy) in the normalized covariance from 700 and 1000 the largest scales (i.e, lower ℓ’s) fluctuate around the input simulations. This suggests that 700 simulations are enough theoretical model 3. forourpurposes.Tobesafe,weshalluseall1000simulations toderive ourmain results. Ontheotherhand,Fig.4showstheconvergenceonthe 2.1.2 Convergence in simulations varianceestimation(diagonalelementsofthecovariancema- trix) for an increasing number of simulations. One needs The MC covariance is definedas: about 200 simulations to converge within 20% accuracy. This is similar to the dispersion in the errors for a given realization due to sampling variance, see Fig.12 below. We 3 When we calculate the cross-correlation in a fraction of the will use1000 simulations which will give us betterthan 5% sky, there is aresidual monopole inthe galaxy and temperature accuracy in theerror estimation from these simulations. maps,whichchangesthenormalizationofbothfluctuations.Ina realsurveywearelimitedbythesurveyareacoveredbygalaxies and weneed to normalizethe fluctuations using the local mean, whichisingeneraldifferentfromthemeaninallsky(becauseof 2.1.3 Simulations with a fixed galaxy map (MC1) samplingvariance).Wefindthatthecross-correlationcalculated Wecanalsocalculatemontecarloerrorsbycross-correlating withthelocalnormalizationwithfsky =0.1isabout10%lower forourfiducialΛCDM model,butthevaluecanvaryforothers 1000simulationsofCMBwithafixedskyforgalaxies(MC1). modelsanddifferentfsky. This is a common practice because it is quite easy to sim- (cid:13)c 0000RAS,MNRAS000,000–000 6 Cabr´e et al. ulate CMB maps and not so easy to simulate galaxy maps. In this case the common (and easiest) thing to do is not to include any cross-correlation signal in the simulated CMB maps.Thus,thisapproachrepresentstwolevelsofadditional approximations: no variance coming from the galaxy maps andnocross-correlation within themaps.Despitetheseap- proximationsoneexpectsMC1errorstobereasonablyaccu- ratebecausemostofthevarianceshouldcomefromthelarge scale primary CMB anisotropies, and the cross-correlation signal is small in comparison. Here we want to test in detail what is the accuracy of thisapproach.Wehavetakenthemeanof20differentcases. Figure 5.Compactsquarewith36zones,coveringa10/usedto Eachcasehasadifferentfixgalaxymapwhichispairedwith calculateJK erroringalacticcoordinates (l=0o tol=66o and 999 CMB maps, which are not correlated. For each fixed b = −33o to b = 33o). We see that the shapes and sizes of the galaxy case we obtain a MC1 error, so wecan calculate the zonesaresimilar. dispersion of this error with the 20 different galaxy maps. This will be discussed in more detail in 4.3. allthedataremovingoneof thisJK zones, thismeansthat § we remove all the pairs that fall completely or partially in theJKzonethatisremoved.Tocompensateforthecorrela- 2.2 Jack-knife errors (JK) tionbetweentheJKsub-samples,wemultiplytheresulting covariance by M 1. The covariance for this case is thus: The JK method is closely related to the Boostrap method − (Pressetal1992)whichundercertaincircumstancescanpro- M 1 M videaccurateerrors.Theideaisthatthedataisgroupedin Cij = M− ∆wkTG(θi)∆wkTG(θj) (12) sub-regions or zones which are more or less independent.4 Xk=1 We then use the fair sample hypothesis (ie ergodicity) to ∆wTkG(θi)=wTkG(θi)−wTG(θi) (13) estimate the error (variance between zones) for the quan- where wk (θ ) is the measurement in the k-th sub-sample TG i tity under study.In the Boostrap methods one defines new b (k = 1,...M) and w (θ ) is the mean for the M sub- TG i sub-samples(whichapproachstatistically independentreal- samples. For each of the MC2 pair of simulated maps we izations) by a random selection of sub-regions. In theJack- have a JK estimationb of Cij. We can therefore calculate a knife method each new sub-sample contains all sub-regions JK mean and its dispersion (and distribution) to compare butone.ApotentialdisadvantageoftheJKerroristhatone tothe trueMC2 covariance in themaps. maythinkthatitcannotbeusedonscalesthatarecompa- rabletothesub-regionssize.Thisisnotnecessarilyso.Rare events(suchassuperclusters)candominatesamplingerrors 2.3 Errors in harmonic space (TH) onallscaleseveniftheyonlyextendoversmallregions(see Theoretical expectations for the errors are the simplest in Baugh et al . 2001). If JK sub-regions are large enough to Harmonic space where the covariance matrix is diagonal in encompasstheserareevents,theycanreproducewellerrors the all-sky limit. In particular, for Gaussian fields, one can on all scales. Nevertheless it is clear that a danger with JK easily see that thevariance (or diagonal error) is, errorsisthattheresultcouldinprincipledependonthesize 1 and shape of the sub-regions. So this needs to be tested in ∆2CℓTG = f (2ℓ+1) (CℓTG)2+CℓTTCℓGG . (14) sky each situation. h i Thisindicatesthatthevarianceofthepowerspectrumesti- We can therefore calculate the error from each single mator results from quadratic combinations of the auto and mapusingtheJKmethod.TostudytheJK errorin afrac- cross power, with an amplitude that depends on the num- tionoftheskyof10%,wedivideacompactsquareareainM berofindependentm-modesavailabletoestimatethepower zones or sub-regions. Fig.5 shows the case M =36, but we at a scale ℓ, which is approximately given by f (2ℓ+1). sky havetrieddifferentvaluesforM =20 80,andfindsimilar − We shall emphasize that this is only approximate and rig- results. TheJK regions haveroughly equal area and shape. orously it is only expected to yield accurate predictions for Thisisimportant;wehavefoundthattheJKmethodcould azimuthal sky cuts. However, as we shall see later, this re- giveunrealisticerrorswhentheareasorshapesarenoteven. sult isof more general applicability. Wenotethat thedom- Tocalculate thecovariance, we takeaJK sub-sampletobe inant contribution to the error and covariance comes from theauto-power of thefieldsCTTCGG involved in thecross- ℓ ℓ correlation,whereasthecross-correlationsignal(CTG)2only 4 It is not adequate here to consider individual points or pixels ℓ as the units (sub-regions) to boostrap because they are highly gives a few percent contribution, depending on cosmology correlated. and survey selection function. (cid:13)c 0000RAS,MNRAS000,000–000 Error analysis in cross-correlation of sky maps 7 Partial sky coverage introduces a boundary which re- thesurveyareaiftheyarethrownrandomlyonthefullsky. sults in the coupling (or correlation) of different ℓ modes: Forpartialskysurveystheseprobabilitiesdependmainlyon the spherical harmonic basis in no longer orthonormal on the survey area and can be well approximated by the for- animcompletesky.Thusthecovariancematrixbetweendif- mula provided in Appendix A. Particularly simple analytic ferent modes, expressions can be obtained for a “polar cap” survey (area obtained by intersecting a cone with the sphere) and are Cov(Cℓ,Cℓ′)=<(Cℓ−<Cℓ >)(Cℓ′−<Cℓ′ >)> (15) given in theAppendixB. is no longer diagonal (ie see Fig.7). Because of the partial Thisnewmethodofcomputingerrorsinreal spacehas sky coverage there is less power on the smaller multipoles. several advantages. Since it takes into account the survey This results in a systematic bias on the low multipoles of geometry, it can provide more accurate errors at large an- C that can sometimes be modeled with the appropriate ℓ gleswhereboththejackknifeerrorsandtheharmonic-space window correction of the surveymask. errorsbecomemoreinaccurate.Comparedtomontecarloer- Using the Legendre transform one can propagate the rorsthismethodisfasterbecauseonedoesnotneedtogen- error ∆C in Eq.14 aboveto configuration space, ℓ eratealarge numberofskyrealizations. Whatismore,this ∆2w(θ)= 2ℓ+1 2 P2(µ) ∆2C , (16) estimator does not need to rely on any theoretical/fiducial 4π ℓ ℓ model and one can readily apply it to correlation functions Xl „ « measured on thereal data to estimate the errors. 5 where µ cosθ. Forthe covariance matrix, we find: ≡ C Cov(w(θ ),w(θ )) (17) ij i j ≡ 2ℓ+1 2 = P (µ ) P (µ ) ∆2C , 4π ℓ i ℓ j ℓ Xl „ « whereµ cosθ .Eq(17)andEq(16)assumesthatdifferent i i ≡ ℓ multipoles are uncorrelated which is only strictly true for all-sky surveys.We shall see below that this approximation is quite accurate anyway even for surveys that cover only 10%ofthesky,i.e,cosmologicalparametercontoursderived from this expression do not significantly differ from those computedwithsimulationsthattakeintoaccounttheexact covariance matrix. 2.4 Errors in configuration space (TC) The cross-correlation function in configuration space is es- timated by averaging over all pairs of points separated an angle θ in thesurvey, ′ wTG(θ)=<∆T(q)δg(q) |qˆq′=θ >survey . (18) We have derived a formula for the covariance of the estimator in an ensemble of sky realizations. Details of this derivation can be found in AppendixA, 1 π K[θ ,θ ,ψ] C = i j sinψdψ (19) ij 8π2P(θ )P(θ ) P(ψ) i j Z0 where thekernelK is given by: K[θ,θ′,ψ]= 1[W (θ,ψ)W (θ′,ψ)+ (20) 2 TT GG ′ ′ W (θ ,ψ)W (θ,ψ)]+W (θ,ψ)W (θ,ψ) TT GG TG TG and W is a mean over the corresponding correlation w , X X with X =TT,GG or TG: π W (θ,ψ)=2 dϕP(ψ,θ,φ) w (φ) (21) X X 5 A FORTRAN code (named TC-ERROR) which takes as in- Z0 where cosφ = cosθ cosψ+sinθ sinψ cosϕ. Survey geom- putwTG,wTT,andwGG andcomputethecovariancematrixand errorsforthecross-correlationfunction,canbeobtaineduponre- etry is encoded in P(θ) and P(ψ,θ,φ) probabilities. These questfromtheauthors(pleasecontactMarcManera).Ofcourse, are the probabilities for two points separated by an angle this code can also be used to estimate the autocorrelation error θ or for a triangle of sides ψ, θ,φ to fall completely into inasinglemapbyjustplacing wTG=wTT =0. (cid:13)c 0000RAS,MNRAS000,000–000 8 Cabr´e et al. Figure 6. Normalized covariances in real space for different methods as labeled in the figure. No significant changes are found for differentmethods andskyfractionsused. Figure7.NormalizedcovariancesinCℓ spacefrommontecarlo(MC2)method.Thecovariancebecomesprogressivelydominatedbyits diagonalelements asweincreasetheskyfractionfsky. 3 NORMALIZED COVARIANCE MATRIX logicalparamterestimation.Wewilldiscussthisindetailin 5.3. For each one of the methods presented in the previous sec- § tion, we next compare the normalized covariance: C C = ij (22) ij (CiiCjj) 3.2 Harmonic space Thediagonalvalues(tbhevarpiance)andassociateddispersion InC space,thereisnocorrelationbetweendifferentl-modes ℓ will beinvestigated in 4. § (bins∆ℓ=1) for thecase of all sky (MC2) maps. Thenor- malizedcovariancematrixisdiagonal, ascanbeseeninthe rightpanelofFig.7.Alsoshown,intheleftandcentralpan- 3.1 Configuration space els, are the results for 10% and 40% of the sky, where the AsshowninFig.6allthenormalizedcovariances C inreal covariance between modes gives rise to large amplitude off- ij spaceareverysimilar.Theappearanceoftheplotsdoesnot diagonal elements. This is in sharp contrast to the results seem to depend strongly on themethod we use tobestimate in configuration space (in Fig.6) where there is no signifi- them,orthesurveyareaf .Hereweonlyshowresultsfor cantdifferencebetweennormalizedcovariancesinrealspace sky 10% and all the sky, but intermediate values yield similar when we decrease the area. This is because the main effect results.However,wewanttoquestionifslightdifferencesin ofincreasingtheareainconfigurationspaceisthereduction thecovariancecouldhaveanon-negligibleimpactoncosmo- of diagonal errors (which are shown in next section), while (cid:13)c 0000RAS,MNRAS000,000–000 Error analysis in cross-correlation of sky maps 9 Figure 8.Eigenvalues inrealspacefor10%sky(leftpanel)andallsky(right). Figure9.Eigenvectorsinrealspacefor10%oftheskyandforallsky,aslabeledineachpanel.Firsteigenvectorisshownassolidlines, secondasdotted, thirddashedandfourthdot-dash.ResultsforMC1−w andTC−w,notshownhere,areverysimilar. inharmonicspacethereisatransferofpowerfromdiagonal This SVD is effectively a decomposition in different modes to off-diagonal elements. ordered in decreasing amplitude. We obtain very similar singular values for each mode andforeach method,asshowin Fig.8 forsomeof thecases 3.3 Eigenvalues and Eigenvectors from SVD (othercases give very similar results). To calculate the distribution χ2 and the signal to noise we need to invert the covariance matrix. We use the Singular We can understand the effect of modal decomposition Value Decomposition method to decompose the covariance looking at the eigenvectors shown in Fig.9, where we have in two orthogonal matrices U and V and a diagonal matrix plotted the four dominant eigenvectors as a function of an- W which contains thesingular values λ squared on the di- gle: first mode (solid) affects only the amplitude, second i agonal (egseePressetal1992). Thismethod isadequateto mode(dotted)showsabimodalpattern.Thefollowingmodes, separate the signal from thenoise: third (dashed) and fourth (dot-dash), correspond to mod- ulations on smaller angular scales. As can be seen in the Figure, we obtain nearly the same eigenvectors in all the C =(UT)W V (23) ij ik kl lj cases,inagreementtowhatwasfoundbydirectcomparison where W = λ2δ and C is the normalized covariance of the covariance matrices in Fig.6. Again, we can ask: are ij i ij b ij in Eq.22. By doing this decomposition, we can choose the thesmalldifferencessignificant?Wewillstudythisindetail number of modes that webwish to include in the analysis. in 5. § (cid:13)c 0000RAS,MNRAS000,000–000 10 Cabr´e et al. Figure 10. Error calculated with different methods (as labeled Figure 11. Error at a two fix angles: 5 deg (upper lines) and i1n0%theoffitghueres)kiyn(rteoapl slipnaecseafnodr ΩsyDmEbo=ls)0,.7t.hFeoTrCa m(caropssceosv)erainndg 20deg(lowerlines)asafunctionoffsky,thefractionofthesky TH (dashed line) theoretical errors work well compared to the covered by the map. As predicted, errors decrease as 1/pfsky in both cases. Note how for small areas, the TC-w prediction montecarloMC2simulations(solidline),whileMC1simulations (continuous line)performsbetter than the TH-wmodel (dashed (dotted line)seemstounderestimate theerrorsby10%. TheJK line)asitbetter reproduces theMC2simulations(squares). method(triangles)seemsslightlybiasedup/downonlarge/small scales,although alltheerrorsarecompatiblegiventhesampling variancedispersionweexpect(seeFig.12).Forallskymaps(bot- (MC1)theerrorseemstobesystematically underestimated tomlinesandsymbols),weshowhowresultsforMC2(solid),TH (dashed)andTC-w(cross)agreeverywell. byabout10%onallscales.Thisbiasisexpectedaswehave neglected the variance in the galaxy field and the cross- correlation signal. A particular case of MC1 is done with 4 VARIANCE & ERRORS real data from SDSS DR5 (shown as long dashed line in Fig.10). Wehaveused here acompact squareof 10% of the 4.1 Variance in w(θ) sky from the SDSS r magnitude slice of 20-21, which has Fig.10 is one of the main result of this paper. We compare a redshift selection function similar to the one in our simu- the variance for the different methods, which is the diago- lations (zm = 0.33). This case works surprisingly well once nal part of the covariance matrix. By construction, in the scaled with linear bias b (estimated by comparing the mea- limit of infinitenumberof realizations, theMC2 error from sured galaxy auto-correlation function with the one in our simulations should provide the best approximation to the fiducial ΛCDM model). It happens to closely follow the JK errors. We have demonstrated (in section 2.1.2) that 1000 prediction, rather than the MC1 prediction, but we believe § simulationsareenoughforconvergencewithin5%accuracy. this is just a fluke, given the dispersion in the errors (see Forall skymaps(lower lines in theFigure) wecan seethat 4.3) and theuncertainties in the fiducial model. § the three methods used: MC2-w, TH-w and TC-w, yield identical results, as expected. For smaller survey areas we 4.2 Effect of partial sky coverage doexpect some deviations, because of thedifferent approx- imationsondealingwiththesurveyboundary.Forasurvey WehavetestedMC2-w,TH-wandTC-wfordifferentpartial covering 10% of the sky these 3 methods also agree well up skysurveyareasf andobtainedsimilarresults.InFig.11 sky to10degrees.AtlargerscalesTH-w(dashedlines)startsto we have plotted the error for a fix angle of 5 degrees (top) deviate,because boundary effectsare in fact not taken into and20degrees(bottom)forthedifferentvaluesoff .The sky accountinthismethod.TheJKerror(triangles)hasaslope three methods coincide for large areas. The error scales by asafunctionofθthatseemslesssteepthantheothermeth- a factor 1/ f , as expected. sky ods, but still gives a reasonably good approximation given Noticethaterrorsatanglescomparabletothewidthof p thatthedispersion intheerrorsisabout20% (asdiscussin thesurveyaredifficulttoestimatetheoreticallybecauseone 4.3 below). Note how on scales larger than 10 degrees the needs to take into account the survey geometry. Even for a § JKmethodperformsbetter(ieitisclosertoMC2)thanthe map as wide as 10% of the sky, the survey geometry starts TH-w error. The TC method seems to account well for the to be important for errors in the cross-correlation above 10 boundary effects, as it reproduces the MC2 errors all the degrees. This is shown in simulations as a sharp inflection way to 50 degrees, where all other methods fail. that begins at 30 degrees in Fig. 10 (solid line) . Our new If we only use one single realization for the galaxies TC-w method predicts well this inflection, while the more (cid:13)c 0000RAS,MNRAS000,000–000

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