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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Stochastically estimated covariance matrices for independent and cumulative fission yields in the ENDF/B-VIII.0 and JEFF-3.3 evaluations

A Monte-Carlo method for the generation of correlation and covariance matrices for independent and cumulative fission yields has been developed. The method uses a constrained Monte-Carlo resampling structure in order to vary evaluated fission yield libraries in a way that meets basic conservation principles. This results in the generation of correlation/covariance matrices with limited model bias and uncertainty; the matrices are primarily reflective of the evaluated fission yield uncertainties and correlations that arise from the evaluation process. This method has been applied to generate correlation and covariance matrices for all of the fissioning systems of the ENDF/B-VIII.0 and JEFF-3.3 evaluations, marking the first time such matrices have been generated for all of these systems. These covariance matrices have been published online for immediate public use. These correlation and covariance matrices can be used to improve uncertainty estimation in calculations of reactor antineutrino emission rates, decay heat problems, and nuclear forensics.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Perturbation theory approach to predict the covariance matrices of the galaxy power spectrum and bispectrum in redshift space

In this paper, we predict the covariance matrices of both the power spectrum and the bispectrum, including full non-Gaussian contributions, redshift space distortions, linear bias effects, and shot-noise corrections, using perturbation theory (PT). To quantify the redshift-space distortion effect, we focus mainly on the monopole and quadrupole components of both the power and bispectra. We, for the first time, compute the 5- and 6-point spectra to predict the cross-covariance between the power and bispectra, and the autocovariance of the bispectrum in redshift space. Further, we test the validity of our calculations by comparing them with the covariance matrices measured from the MultiDark-Patchy mock catalogues that are designed to reproduce the galaxy clustering measured from the Baryon Oscillation Spectroscopic Survey Data Release 12. We argue that the simple, leading-order PT works because the shot-noise corrections for the Patchy mocks are more dominant than other higher order terms we ignore. In the meantime, we confirm some discrepancies in the comparison, especially of the cross-covariance. We discuss potential sources of such discrepancies. We also show that our PT model reproduces well the cumulative signal-to-noise ratio of the power spectrum and the bispectrum as a function of maximum wavenumber, implying that our PT model captures successfully essential contributions to the covariance matrices.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Validation of semi-analytical, semi-empirical covariance matrices for two-point correlation function for early DESI data

ABSTRACT We present an extended validation of semi-analytical, semi-empirical covariance matrices for the two-point correlation function (2PCF) on simulated catalogs representative of luminous red galaxies (LRGs) data collected during the initial 2 months of operations of the Stage-IV ground-based Dark Energy Spectroscopic Instrument (DESI). We run the pipeline on multiple effective Zel’dovich (EZ) mock galaxy catalogs with the corresponding cuts applied and compare the results with the mock sample covariance to assess the accuracy and its fluctuations. We propose an extension of the previously developed formalism for catalogs processed with standard reconstruction algorithms. We consider methods for comparing covariance matrices in detail, highlighting their interpretation and statistical properties caused by sample variance, in particular, non-trivial expectation values of certain metrics even when the external covariance estimate is perfect. With improved mocks and validation techniques, we confirm a good agreement between our predictions and sample covariance. This allows one to generate covariance matrices for comparable data sets without the need to create numerous mock galaxy catalogs with matching clustering, only requiring 2PCF measurements from the data itself. The code used in this paper is publicly available at https://github.com/oliverphilcox/RascalC.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Impact of fission yield covariance matrices on decay heat uncertainty quantification with the DARWIN2 package

Although fission yields are strongly correlated, correlations between them are usually not taken into account when performing decay heat uncertainty calculations with the CEA DARWIN2 package due to the lack of reference covariance matrices associated to the JEFF-3.1.1 evaluation. However, covariance matrices for {sup 235}U and {sup 239}Pu thermal fission yields have been produced recently by the subgroup 37 of OECD/NEA Working Party on International Nuclear Data Evaluation Cooperation (WPEC). The study presented in this paper evaluates the effect of those covariances on the decay heat uncertainty calculation, both on fission burst experiments and on integral decay heat measurements that are part of the DARWIN2 experimental validation database. Although some differences are observed, partly due to the variety of models used to produce the matrices, the propagation of fission yield covariances always leads to a reduction of the decay heat uncertainty for cooling time above 10 seconds, indicating that not taking them into account is a conservative hypothesis from a safety point of view. Nevertheless, the strong impact of those covariances on the decay heat uncertainty also highlights the need of documented and consistent fission yield uncertainties and correlation data. On top of that, all the covariance matrices used for this study represent the correlation between the physical model parameters, but none of them includes the experimental correlations. An evaluation of the experimental correlations would also be of strong interest for decay heat uncertainty calculations. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2022

Bias on tensor-to-scalar ratio inference with estimated covariance matrices

ABSTRACT We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio r. We find that upper limits on r can be biased low by tens of per cent. The underestimation of the upper limit is most severe when the number of simulation realizations is similar to the number of observables. Convergence of the covariance-matrix estimation can require a number of simulations an order of magnitude larger than the number of observables, which could mean $\mathcal {O}(10\ 000)$ simulations. This is found to be caused by an additional scatter in the posterior probability of r due to Monte Carlo noise in the estimated bandpower covariance matrix, in particular, by spurious non-zero off-diagonal elements. We show that matrix conditioning can be a viable mitigation strategy in the case that legitimate covariance assumptions can be made.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Semi-analytical covariance matrices for two-point correlation function for DESI 2024 data

We present an optimized way of producing the fast semi-analytical covariance matrices for the Legendre moments of the two-point correlation function, taking into account survey geometry and mimicking the non-Gaussian effects. We validate the approach on simulated (mock) catalogs for different galaxy types, representative of the Dark Energy Spectroscopic Instrument (DESI) Data Release 1, used in 2024 analyses. We find only a few percent differences between the mock sample covariance matrix and our results, which can be expected given the approximate nature of the mocks, although we do identify discrepancies between the shot-noise properties of the DESI fiber assignment algorithm and the faster approximation (emulator) used in the mocks. Importantly, we find a close agreement (≤ 8% relative differences) in the projected errorbars for distance scale parameters for the baryon acoustic oscillation measurements. This confirms our method as an attractive alternative to simulation-based covariance matrices, especially for non-standard models or galaxy sample selections, making it particularly relevant to the broad current and future analyses of DESI data.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

2D-FFTLog: efficient computation of real-space covariance matrices for galaxy clustering and weak lensing

ABSTRACT Accurate covariance matrices for two-point functions are critical for inferring cosmological parameters in likelihood analyses of large-scale structure surveys. Among various approaches to obtaining the covariance, analytic computation is much faster and less noisy than estimation from data or simulations. However, the transform of covariances from Fourier space to real space involves integrals with two Bessel integrals, which are numerically slow and easily affected by numerical uncertainties. Inaccurate covariances may lead to significant errors in the inference of the cosmological parameters. In this paper, we introduce a 2D-FFTLog algorithm for efficient, accurate, and numerically stable computation of non-Gaussian real-space covariances for both 3D and projected statistics. The 2D-FFTLog algorithm is easily extended to perform real-space bin-averaging. We apply the algorithm to the covariances for galaxy clustering and weak lensing for a Dark Energy Survey Year 3-like and a Rubin Observatory’s Legacy Survey of Space and Time Year 1-like survey, and demonstrate that for both surveys, our algorithm can produce numerically stable angular bin-averaged covariances with the flat sky approximation, which are sufficiently accurate for inferring cosmological parameters. The code CosmoCov for computing the real-space covariances with or without the flat-sky approximation is released along with this paper.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2022

Covariance matrices for variance-suppressed simulations

ABSTRACT Cosmological N-body simulations provide numerical predictions of the structure of the Universe against which to compare data from ongoing and future surveys, but the growing volume of the Universe mapped by surveys requires correspondingly lower statistical uncertainties in simulations, usually achieved by increasing simulation sizes at the expense of computational power. It was recently proposed to reduce simulation variance without incurring additional computational costs by adopting fixed-amplitude initial conditions. This method has been demonstrated not to introduce bias in various statistics, including the two-point statistics of galaxy samples typically used for extracting cosmological parameters from galaxy redshift survey data, but requires us to revisit current methods for estimating covariance matrices of clustering statistics for simulations. In this work, we find that it is not trivial to construct covariance matrices analytically for fixed-amplitude simulations, but we demonstrate that ezmock (Effective Zel’dovich approximation mock catalogue), the most efficient method for constructing mock catalogues with accurate two- and three-point statistics, provides reasonable covariance matrix estimates for such simulations. We further examine how the variance suppression obtained by amplitude-fixing depends on three-point clustering, small-scale clustering, and galaxy bias, and propose intuitive explanations for the effects we observe based on the ezmock bias model.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Analytic Gaussian covariance matrices for galaxy N-point correlation functions

Here, we derive analytic covariance matrices for the N-point correlation functions (NPCFs) of galaxies in the Gaussian limit. Our results are given for arbitrary N and projected onto the isotropic basis functions given by spherical harmonics and Wigner 3j symbols. A numerical implementation of the 4PCF covariance is compared to the sample covariance obtained from a set of lognormal simulations, Quijote dark matter halo catalogues, and MultiDark-Patchy galaxy mocks, with the latter including realistic survey geometry. The analytic formalism gives reasonable predictions for the covariances estimated from mock simulations with a periodic-box geometry. Furthermore, fitting for an effective volume and number density by maximizing a likelihood based on Kullback-Leibler divergence is shown to partially compensate for the effects of a nonuniform window function. Our result is recently shown to facilitate NPCF analysis on a realistic survey data.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Calculated covariance matrices for fission product yields using BeoH

Fission product yields (FPY) are important for a variety of applications (reactor neutronics, spent fuel, dosimetry, radiochemistry, etc.) and are currently included in many of the evaluated libraries around the world. The FPYs in the current US evaluation, ENDF/B-VIII.0, are mainly based on the 1994 evaluation of England and Rider and have only had slight updates—such as the inclusion of a 2 MeV point for 239 Pu—since their development. Additionally, only mean values and uncertainties are included in the evaluation, not full correlations. Los Alamos National Laboratory, in collaboration with several other institutes, has been working on an updated evaluation for the FPYs of 239 Pu(n,f), 235 U(n,f), 238 U(n,f), and 252 Cf(sf) using the deterministic, Hauser-Feshbach, fission fragment decay code, BeoH. BeoH calculates the FPYs consistently with many other prompt and delayed fission observables, explicitly taking into account multi-chance fission and ensuring consistency between observables. In addition to providing updated means and uncertainties for the FPYs on a pointwise energy grid from thermal to 20 MeV, we calculate correlations between all FPYs at each incident energy and across incident energies. Here, we discuss the development of these covariance matrices, differences in the correlations between FPYs based on the parameters that are included in the model optimization, and correlations across incident energies for neutron-induced fission.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Covariance Shaping Over Riemannian Manifolds for Massive MIMO Communication

Acquiring accurate instantaneous channel state information (CSI) is a challenging aspect of massive multi-input multi-output (MIMO) communication. Utilizing statistical information, such as channel covariance matrix, to design statistical beamforming vectors is robust when compared to instantaneous CSI. In this paper, we propose a novel MIMO covariance shaping scheme over Riemannian manifolds. It serves as an effective statistical beamforming solution to a number of close proximity user equipment (UE) that are undergoing substantial channel correlation. Proposed algorithm exploits the Hermitian positive definite nature of covariance matrices lying over Riemannian manifold. We introduce Wasserstein distance function as a Riemannian metric to measure distances between channel covariance matrices. Furthermore, K-means clustering technique is utilized to effectively identify the optimal shape of effective optimal covariance matrices. Our findings suggest that maximizing the geodesic distance between covariance matrices ultimately leads to a corresponding increase in the network throughput, as determined by the beamforming vector used to shape the covariance matrices. Simulation results validate that the proposed solution converges faster than Euclidean-based state-of-the-art, while maintaining the same computational complexity. Finally, the sum rate performance asymptotically achieves full capacity for two-UE case and more than 96% of the upper bound exhaustive search benchmark for multi-UE scenario.

42 ENGINEERING↗
DOE OSTI2023

DESI mock challenge: constructing DESI galaxy catalogues based on FastPM simulations

Together with larger spectroscopic surveys such as the Dark Energy Spectroscopic Instrument (DESI), the precision of large-scale structure studies and thus the constraints on the cosmological parameters are rapidly improving. Therefore, one must build realistic simulations and robust covariance matrices. We build galaxy catalogues by applying a halo occupation distribution (HOD) model upon the FastPM simulations, such that the resulting galaxy clustering reproduces high-resolution N-body simulations. While the resolution and halo finder are different from the reference simulations, we reproduce the reference galaxy two-point clustering measurements – monopole and quadrupole – to a precision required by the DESI Year 1 emission line galaxy sample down to non-linear scales, i.e. $k\lt 0.5\, h\, \mathrm{Mpc}^{-1}$ or $s\gt 10\, \mathrm{Mpc}\, h^{-1}$. Furthermore, we compute covariance matrices based on the resulting FastPM galaxy clustering – monopole and quadrupole. We study for the first time the effect of fitting on Fourier conjugate (e.g. power spectrum) on the covariance matrix of the Fourier counterpart (e.g. correlation function). We estimate the uncertainties of the two parameters of a simple clustering model and observe a maximum variation of 20 per cent for the different covariance matrices. Nevertheless, for most studied scales the scatter is between 2 and 10 per cent. Consequently, using the current pipeline we can precisely reproduce the clustering of N-body simulations and the resulting covariance matrices provide robust uncertainty estimations against HOD fitting scenarios. We expect our methodology will be useful for the coming DESI data analyses and their extension for other studies.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

DESI mock challenge: Halo and galaxy catalogues with the bias assignment method

We present a novel approach to the construction of mock galaxy catalogues for large-scale structure analysis based on the distribution of dark matter halos obtained with effective bias models at the field level. We aim to produce mock galaxy catalogues capable of generating accurate covariance matrices for a number of cosmological probes that are expected to be measured in current and forthcoming galaxy redshift surveys (e.g. two- and three-point statistics). The construction of the catalogues shown in this paper is part of a mock-comparison project within the Dark Energy Spectroscopic Instrument (DESI) collaboration. We use the bias assignment method ( BAM ) to model the statistics of halo distribution through a learning algorithm using a few detailed N-body simulations, and approximated gravity solvers based on Lagrangian perturbation theory. We introduce cosmic-web-dependent corrections to modelling redshift-space distortions at the N-body level – both in the halo and galaxy distributions –, as well as a multi-scale approach for accurate assignment of halo properties. Using specific models of halo occupation distributions to populate halos, we generate galaxy mocks with the expected number density and central-satellite fraction of emission-line galaxies, which are a key target of the DESI experiment. BAM generates mock catalogues with per cent accuracy in a number of summary statistics, such as the abundance, the two- and three-point statistics of halo distributions, both in real and redshift space. In particular, the mock galaxy catalogues display ~3%-10% accuracy in the multipoles of the power spectrum up to scales of k ~ 0.4 h -1 Mpc. We show that covariance matrices of two- and three-point statistics obtained with BAM display a similar structure to the reference simulation. BAM offers an efficient way to produce mock halo catalogues with accurate two- and three-point statistics and is able to generate a variety of multi-tracer catalogues with precise covariance matrices of several cosmological probes. We discuss future developments of the algorithm towards mock production in DESI and other galaxy-redshift surveys.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

Towards real-time monitoring: data assimilated time-lapse full waveform inversion for seismic velocity and uncertainty estimation

SUMMARY Rapid development of time-lapse seismic monitoring instrumentations has made it possible to collect dense time-lapse data for tomographically retrieving time-lapse (even continuous) images of subsurface changes. While traditional time-lapse full waveform inversion (TLFWI) algorithms are designed for sparse time-lapse surveys, they lack of effective temporal constraint on time-lapse data, and, more importantly, lack of the uncertainty estimation of the TLFWI results that is critical for further interpretation. Here, we propose a new data assimilation TLFWI method, using hierarchical matrix powered extended Kalman filter (HiEKF) to quantify the image uncertainty. Compared to existing Kalman filter algorithms, HiEKF allows to store and update a data-sparse representation of the cross-covariance matrices and propagate model errors without expensive operations involving covariance matrices. Hence, HiEKF is computationally efficient and applicable to 3-D TLFWI problems. Then, we reformulate TLFWI in the framework of HiEKF (termed hereafter as TLFWI-HiEKF) to predict time-lapse images of subsurface spatiotemporal velocity changes and simultaneously quantify the uncertainty of the inverted velocity changes over time. We demonstrate the validity and applicability of TLFWI–HiEKF with two realistic CO2 monitoring models derived from Frio-II and Cranfield CO2 injection sites, respectively. In both 2-D and 3-D examples, the inverted high-resolution time-lapse velocity results clearly reveal a continuous velocity reduction due to the injection of CO2. Moreover, the accuracy of the model is increasing over time by assimilating more time-lapse data while the standard deviation is decreasing over lapsed time. We expect TLFWI-HiEKF to be equipped with real-time seismic monitoring systems for continuously imaging the distribution of subsurface gas and fluids in the future large-scale CO2 sequestration experiments and reservoir management.

58 GEOSCIENCES↗
DOE OSTI2022

Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding

The paper considers testing and signal identification for covariance matrices from two populations of marginally sub-Gaussian distributed. A multi-level thresholding procedure is proposed for testing the equality of two high-dimensional covariance matrices, which is designed to detect sparse and faint differences between the covariances. A novel -statistic composition is developed to establish the asymptotic distribution of the thresholding statistics in conjunction with the matrix blocking and the coupling techniques. It is shown that the proposed test is more powerful than the existing tests in detecting sparse and weak signals in covariances. Multiple testing procedures are constructed to discover different covariances and the sub-groups of variables with different covariance structures between the two populations. The proposed procedures are based on the multi-level thresholding test, which are able to control the false discovery proportion () with high power. Simulation experiments and a case study on the returns of the S&P 500 stocks before and after the COVID-19 pandemic are conducted to demonstrate and compare the utilities of the proposed methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Physics-informed Estimation of the Covariance Matrix for Various Neutron Spectra

A method for estimating covariance matrices which capture the uncertainties in calculated reactor spectra has been developed. This method is based on perturbing the parameters of a physics-based analytic model fitted to a calculated spectrum. The covariance of the perturbed analytic spectra imposes energy-dependent correlations due to the physics of the neutron processes in the reactor, i.e., a fission component, a 1/E down-scatting component, and a thermal Maxwellian component. An analytic model is developed which is shown to produce good fits to several reactor environments. The covariance matrices produced via this method are then used as the prior spectrum in STAYSL least squares spectrum adjustment where it is combined with integral metrics, such as activation measurements, to produce a high-fidelity neutron spectrum characterization. It was concluded that the methodology showed agreeable results for the ACRR free-field spectrum adjustment in STAYSL resulting in a 𝜒 2 value of 2.21 (per degree of freedom), but further work is needed to describe scattering and interface regions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗